BVT Call 2900 AZO 20.09.2024
/ DE000VM7SRS1
BVT Call 2900 AZO 20.09.2024/ DE000VM7SRS1 /
| 7/30/2024 7:51:40 PM |
Chg.+0.070 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+3.37% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,900.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.60 |
| Time value: |
0.73 |
| Break-even: |
2,913.42 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
2.64% |
| Delta: |
0.73 |
| Theta: |
-1.24 |
| Omega: |
8.84 |
| Rho: |
2.60 |
Quote data
| Open: |
2.230 |
| High: |
2.230 |
| Low: |
2.150 |
| Previous Close: |
2.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.28% |
| 1 Month |
|
|
+33.54% |
| 3 Months |
|
|
-7.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
1.390 |
| 1M High / 1M Low: |
2.370 |
0.830 |
| 6M High / 6M Low: |
4.540 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.101 |
| Avg. volume 6M: |
|
14.055 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.61% |
| Volatility 6M: |
|
208.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
