BVT Call 3000 AZO 17.01.2025
/ DE000VM9C692
BVT Call 3000 AZO 17.01.2025/ DE000VM9C692 /
14/08/2024 19:46:10 |
Chg.+0.230 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
3.450EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,000.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
VM9C69 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,000.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.48 |
Intrinsic value: |
1.42 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
1.42 |
Time value: |
1.87 |
Break-even: |
3,057.26 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
1.86% |
Delta: |
0.67 |
Theta: |
-0.84 |
Omega: |
5.80 |
Rho: |
6.75 |
Quote data
Open: |
3.240 |
High: |
3.450 |
Low: |
3.200 |
Previous Close: |
3.220 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+11.29% |
1 Month |
|
|
+68.29% |
3 Months |
|
|
+44.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.420 |
3.100 |
1M High / 1M Low: |
3.560 |
1.990 |
6M High / 6M Low: |
4.840 |
1.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.234 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.736 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.636 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.43% |
Volatility 6M: |
|
149.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |