BVT Call 2800 AZO 20.09.2024
/ DE000VM7SRQ5
BVT Call 2800 AZO 20.09.2024/ DE000VM7SRQ5 /
| 05/09/2024 13:44:39 |
Chg.+0.370 |
Bid14:14:02 |
Ask14:14:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.440EUR |
+12.05% |
3.440
Bid Size: 3,000 |
3.560
Ask Size: 3,000 |
AutoZone Inc |
2,800.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7SRQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.31 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
3.31 |
| Time value: |
0.17 |
| Break-even: |
2,875.03 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
0.87% |
| Delta: |
0.90 |
| Theta: |
-1.83 |
| Omega: |
7.42 |
| Rho: |
0.92 |
Quote data
| Open: |
3.470 |
| High: |
3.470 |
| Low: |
3.440 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.69% |
| 1 Month |
|
|
-6.27% |
| 3 Months |
|
|
+179.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.940 |
3.070 |
| 1M High / 1M Low: |
3.980 |
3.070 |
| 6M High / 6M Low: |
5.260 |
1.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.901 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.69% |
| Volatility 6M: |
|
164.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
