BVT Call 2900 AZO 20.12.2024
/ DE000VD4A9V7
BVT Call 2900 AZO 20.12.2024/ DE000VD4A9V7 /
| 2024-07-31 10:24:22 AM |
Chg.+0.390 |
Bid11:56:46 AM |
Ask11:57:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.480EUR |
+12.62% |
3.490
Bid Size: 3,000 |
3.760
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: |
3.480 |
| High: |
3.480 |
| Low: |
3.480 |
| Previous Close: |
3.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.65% |
| 1 Month |
|
|
+42.62% |
| 3 Months |
|
|
+10.13% |
| 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: |
|
- |
