BVT Call 2800 AZO 20.09.2024
/ DE000VM7SRQ5
BVT Call 2800 AZO 20.09.2024/ DE000VM7SRQ5 /
| 2024-07-26 3:37:10 PM |
Chg.+0.88 |
Bid8:02:42 PM |
Ask8:02:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
+42.51% |
3.13
Bid Size: 13,000 |
3.19
Ask Size: 13,000 |
AutoZone Inc |
2,800.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
2.13 |
| Time value: |
0.63 |
| Break-even: |
2,856.31 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
2.22% |
| Delta: |
0.77 |
| Theta: |
-1.12 |
| Omega: |
7.81 |
| Rho: |
2.88 |
Quote data
| Open: |
2.75 |
| High: |
2.95 |
| Low: |
2.75 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.77% |
| 1 Month |
|
|
+35.32% |
| 3 Months |
|
|
+1.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.81 |
| 1M High / 1M Low: |
2.40 |
1.28 |
| 6M High / 6M Low: |
5.31 |
1.05 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.33% |
| Volatility 6M: |
|
175.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
