BVT Call 3100 AZO 20.12.2024
/ DE000VD3LKQ5
BVT Call 3100 AZO 20.12.2024/ DE000VD3LKQ5 /
| 2024-07-25 5:09:19 PM |
Chg.+0.350 |
Bid5:26:11 PM |
Ask5:26:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
+24.65% |
1.880
Bid Size: 23,000 |
1.940
Ask Size: 23,000 |
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: |
17.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-1.46 |
| Time value: |
1.53 |
| Break-even: |
3,013.31 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
4.08% |
| Delta: |
0.45 |
| Theta: |
-0.77 |
| Omega: |
8.05 |
| Rho: |
4.38 |
Quote data
| Open: |
1.430 |
| High: |
1.770 |
| Low: |
1.330 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.34% |
| 1 Month |
|
|
+29.20% |
| 3 Months |
|
|
-12.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.390 |
| 1M High / 1M Low: |
1.590 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
