BVT Call 2900 AZO 20.09.2024/  DE000VM7SRS1  /

EUWAX
2024-07-26  3:37:10 PM Chg.+0.76 Bid6:41:42 PM Ask6:41:42 PM Underlying Strike price Expiration date Option type
2.22EUR +52.05% 2.52
Bid Size: 15,000
2.58
Ask Size: 15,000
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: 2.05
High: 2.22
Low: 2.05
Previous Close: 1.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.45%
1 Month  
+44.16%
3 Months
  -3.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.24
1M High / 1M Low: 1.74 0.83
6M High / 6M Low: 4.57 0.70
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   2.09
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.36%
Volatility 6M:   207.44%
Volatility 1Y:   -
Volatility 3Y:   -