BVT Call 2900 AZO 20.12.2024
/ DE000VD4A9V7
BVT Call 2900 AZO 20.12.2024/ DE000VD4A9V7 /
| 06/09/2024 08:44:22 |
Chg.-0.23 |
Bid15:00:31 |
Ask15:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-6.61% |
3.27
Bid Size: 3,000 |
3.37
Ask Size: 3,000 |
AutoZone Inc |
2,900.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| 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: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.70% |
| 1 Month |
|
|
-13.79% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
3.23 |
| 1M High / 1M Low: |
3.94 |
3.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
