BVT Call 2900 AZO 20.12.2024/  DE000VD4A9V7  /

Frankfurt Zert./VONT
2024-07-30  7:52:03 PM Chg.+0.050 Bid10:06:31 AM Ask10:06:31 AM Underlying Strike price Expiration date Option type
3.090EUR +1.64% 3.470
Bid Size: 3,000
3.740
Ask Size: 3,000
AutoZone Inc 2,900.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2024-04-17
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.23
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 1.93
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 1.93
Time value: 1.56
Break-even: 3,030.30
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 1.75%
Delta: 0.70
Theta: -0.85
Omega: 5.76
Rho: 6.47
 

Quote data

Open: 3.170
High: 3.170
Low: 3.090
Previous Close: 3.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.77%
1 Month  
+26.64%
3 Months
  -2.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.310 2.310
1M High / 1M Low: 3.310 1.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.954
Avg. volume 1W:   0.000
Avg. price 1M:   2.290
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -