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: |
|
- |
