BVT Call 3000 AZO 20.12.2024
/ DE000VD3VXQ7
BVT Call 3000 AZO 20.12.2024/ DE000VD3VXQ7 /
06/09/2024 19:41:24 |
Chg.-0.100 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
2.480EUR |
-3.88% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,000.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3VXQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,000.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
11/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
0.83 |
Time value: |
1.64 |
Break-even: |
2,953.29 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
1.23% |
Delta: |
0.63 |
Theta: |
-1.02 |
Omega: |
7.07 |
Rho: |
4.27 |
Quote data
Open: |
2.580 |
High: |
2.580 |
Low: |
2.480 |
Previous Close: |
2.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.47% |
1 Month |
|
|
-23.69% |
3 Months |
|
|
+108.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.890 |
2.480 |
1M High / 1M Low: |
3.290 |
2.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.636 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.953 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |