BVT Call 2900 AZO 20.09.2024
/ DE000VM7SRS1
BVT Call 2900 AZO 20.09.2024/ DE000VM7SRS1 /
| 2024-06-26 11:07:38 AM |
Chg.-0.31 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-16.76% |
-
Bid Size: - |
-
Ask Size: - |
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: |
17.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.34 |
| Time value: |
1.25 |
| Break-even: |
2,866.96 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
3.92% |
| Delta: |
0.59 |
| Theta: |
-0.88 |
| Omega: |
10.23 |
| Rho: |
3.46 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.99% |
| 1 Month |
|
|
+54.00% |
| 3 Months |
|
|
-63.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.54 |
| 1M High / 1M Low: |
1.98 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
