BVT Call 3100 AZO 20.12.2024
/ DE000VD3LKQ5
BVT Call 3100 AZO 20.12.2024/ DE000VD3LKQ5 /
| 2024-08-01 2:08:24 PM |
Chg.-0.010 |
Bid4:48:51 PM |
Ask4:48:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
-0.42% |
2.500
Bid Size: 17,000 |
2.560
Ask Size: 17,000 |
AutoZone Inc |
3,100.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.31 |
| Time value: |
2.14 |
| Break-even: |
3,109.05 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
2.51% |
| Delta: |
0.59 |
| Theta: |
-0.87 |
| Omega: |
6.97 |
| Rho: |
5.65 |
Quote data
| Open: |
2.340 |
| High: |
2.380 |
| Low: |
2.340 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.41% |
| 1 Month |
|
|
+135.64% |
| 3 Months |
|
|
+11.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
1.940 |
| 1M High / 1M Low: |
2.390 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
