BVT Call 2900 AZO 20.12.2024
/ DE000VD4A9V7
BVT Call 2900 AZO 20.12.2024/ DE000VD4A9V7 /
| 10/9/2024 7:51:55 PM |
Chg.+0.450 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.040EUR |
+17.37% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.84 |
| Time value: |
0.94 |
| Break-even: |
2,920.22 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.09% |
| Delta: |
0.72 |
| Theta: |
-1.12 |
| Omega: |
7.32 |
| Rho: |
3.46 |
Quote data
| Open: |
2.680 |
| High: |
3.100 |
| Low: |
2.680 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
-7.32% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.730 |
2.300 |
| 1M High / 1M Low: |
3.380 |
2.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
