BVT Call 2900 AZO 20.12.2024
/ DE000VD4A9V7
BVT Call 2900 AZO 20.12.2024/ DE000VD4A9V7 /
9/6/2024 7:53:20 PM |
Chg.-0.120 |
Bid8:57:12 PM |
Ask8:57:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.050EUR |
-3.79% |
3.100 Bid Size: 15,000 |
3.130 Ask Size: 15,000 |
AutoZone Inc |
2,900.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD4A9V |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,900.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/17/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.71 |
Intrinsic value: |
2.17 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
2.17 |
Time value: |
1.13 |
Break-even: |
2,939.99 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
0.92% |
Delta: |
0.73 |
Theta: |
-0.92 |
Omega: |
6.26 |
Rho: |
4.99 |
Quote data
Open: |
3.200 |
High: |
3.200 |
Low: |
3.000 |
Previous Close: |
3.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.82% |
1 Month |
|
|
-24.51% |
3 Months |
|
|
+114.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.570 |
3.170 |
1M High / 1M Low: |
4.040 |
3.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.623 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |