BVT Call 3100 AZO 20.09.2024
/ DE000VM8Z0L5
BVT Call 3100 AZO 20.09.2024/ DE000VM8Z0L5 /
14/08/2024 08:57:35 |
Chg.-0.03 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.35EUR |
-2.17% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM8Z0L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
24/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
0.51 |
Time value: |
0.88 |
Break-even: |
2,958.21 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.06 |
Spread %: |
4.51% |
Delta: |
0.61 |
Theta: |
-1.55 |
Omega: |
12.58 |
Rho: |
1.63 |
Quote data
Open: |
1.35 |
High: |
1.35 |
Low: |
1.35 |
Previous Close: |
1.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.26% |
1 Month |
|
|
+213.95% |
3 Months |
|
|
+19.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.52 |
1.16 |
1M High / 1M Low: |
1.52 |
0.49 |
6M High / 6M Low: |
3.23 |
0.26 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
306.25% |
Volatility 6M: |
|
273.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |