BVT Call 3100 AZO 20.06.2025
/ DE000VD9FBT7
BVT Call 3100 AZO 20.06.2025/ DE000VD9FBT7 /
2024-09-02 8:54:03 AM |
Chg.-0.21 |
Bid4:24:35 PM |
Ask4:24:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.70EUR |
-5.37% |
3.68 Bid Size: 4,000 |
3.76 Ask Size: 4,000 |
AutoZone Inc |
3,100.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
VD9FBT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-08 |
Last trading day: |
2025-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.75 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
0.74 |
Time value: |
2.97 |
Break-even: |
3,177.78 |
Moneyness: |
1.03 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
0.82% |
Delta: |
0.63 |
Theta: |
-0.62 |
Omega: |
4.92 |
Rho: |
11.59 |
Quote data
Open: |
3.70 |
High: |
3.70 |
Low: |
3.70 |
Previous Close: |
3.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.25% |
1 Month |
|
|
+0.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.91 |
3.45 |
1M High / 1M Low: |
4.08 |
3.45 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |