BVT Call 3100 AZO 20.12.2024
/ DE000VD3LKQ5
BVT Call 3100 AZO 20.12.2024/ DE000VD3LKQ5 /
17/10/2024 08:48:55 |
Chg.+0.14 |
Bid12:57:52 |
Ask12:57:52 |
Underlying |
Strike price |
Expiration date |
Option type |
1.64EUR |
+9.33% |
1.61 Bid Size: 2,000 |
1.72 Ask Size: 2,000 |
AutoZone Inc |
3,100.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3LKQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
08/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.31 |
Historic volatility: |
0.19 |
Parity: |
0.26 |
Time value: |
1.44 |
Break-even: |
3,024.80 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
1.80% |
Delta: |
0.57 |
Theta: |
-1.28 |
Omega: |
9.68 |
Rho: |
2.59 |
Quote data
Open: |
1.64 |
High: |
1.64 |
Low: |
1.64 |
Previous Close: |
1.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
-11.83% |
3 Months |
|
|
+7.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.82 |
1.50 |
1M High / 1M Low: |
2.10 |
1.22 |
6M High / 6M Low: |
2.67 |
0.79 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.02% |
Volatility 6M: |
|
181.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |