BVT Call 2900 AZO 20.09.2024
/ DE000VM7SRS1
BVT Call 2900 AZO 20.09.2024/ DE000VM7SRS1 /
| 6/28/2024 8:23:41 AM |
Chg.+0.14 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+9.33% |
-
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: |
15.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.60 |
| Time value: |
1.15 |
| Break-even: |
2,881.75 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
3.55% |
| Delta: |
0.62 |
| Theta: |
-0.91 |
| Omega: |
9.84 |
| Rho: |
3.52 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.17% |
| 1 Month |
|
|
+134.29% |
| 3 Months |
|
|
-60.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.50 |
| 1M High / 1M Low: |
1.98 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
