BVT Call 2900 AZO 20.09.2024
/ DE000VM7SRS1
BVT Call 2900 AZO 20.09.2024/ DE000VM7SRS1 /
| 2024-07-26 10:21:12 AM |
Chg.+0.060 |
Bid1:45:41 PM |
Ask1:45:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
+2.99% |
2.090
Bid Size: 4,000 |
2.180
Ask Size: 4,000 |
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: |
13.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.21 |
| Time value: |
0.86 |
| Break-even: |
2,879.47 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
2.99% |
| Delta: |
0.68 |
| Theta: |
-1.21 |
| Omega: |
9.24 |
| Rho: |
2.62 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
2.070 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.85% |
| 1 Month |
|
|
+36.18% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.390 |
| 1M High / 1M Low: |
2.010 |
0.830 |
| 6M High / 6M Low: |
4.540 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.095 |
| Avg. volume 6M: |
|
14.055 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.46% |
| Volatility 6M: |
|
207.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
