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 |
Bid10:39:09 |
Ask10:39:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+9.33% |
1.64
Bid Size: 2,000 |
1.75
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: |
|
- |
