BVT Call 2900 AZO 20.09.2024
/ DE000VM7SRS1
BVT Call 2900 AZO 20.09.2024/ DE000VM7SRS1 /
| 2024-07-24 7:52:38 PM |
Chg.-0.060 |
Bid8:06:02 AM |
Ask8:06:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-4.14% |
1.460
Bid Size: 2,100 |
1.740
Ask Size: 2,100 |
AutoZone Inc |
2,900.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 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: |
19.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.20 |
| Time value: |
1.15 |
| Break-even: |
2,807.87 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
4.65% |
| Delta: |
0.57 |
| Theta: |
-1.14 |
| Omega: |
11.36 |
| Rho: |
2.22 |
Quote data
| Open: |
1.190 |
| High: |
1.390 |
| Low: |
1.190 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.47% |
| 1 Month |
|
|
-7.33% |
| 3 Months |
|
|
-37.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.390 |
| 1M High / 1M Low: |
1.750 |
0.830 |
| 6M High / 6M Low: |
4.540 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.092 |
| Avg. volume 6M: |
|
14.055 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.69% |
| Volatility 6M: |
|
198.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
