BVT Call 3200 AZO 20.09.2024
/ DE000VM8Z0F7
BVT Call 3200 AZO 20.09.2024/ DE000VM8Z0F7 /
| 06/09/2024 08:58:35 |
Chg.-0.080 |
Bid09:17:51 |
Ask09:17:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-17.78% |
0.330
Bid Size: 9,100 |
0.390
Ask Size: 9,100 |
AutoZone Inc |
3,200.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8Z0F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 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: |
68.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.53 |
| Time value: |
0.41 |
| Break-even: |
2,920.99 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.39 |
| Theta: |
-2.23 |
| Omega: |
26.73 |
| Rho: |
0.40 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.67% |
| 1 Month |
|
|
-64.08% |
| 3 Months |
|
|
+121.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.390 |
| 1M High / 1M Low: |
1.030 |
0.390 |
| 6M High / 6M Low: |
2.630 |
0.144 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.867 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.45% |
| Volatility 6M: |
|
295.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
