BVT Call 3200 AZO 20.09.2024
/ DE000VM8Z0F7
BVT Call 3200 AZO 20.09.2024/ DE000VM8Z0F7 /
| 26/06/2024 20:01:53 |
Chg.-0.010 |
Bid09:54:00 |
Ask09:54:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.370
Bid Size: 8,200 |
0.450
Ask Size: 8,200 |
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: |
62.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-2.53 |
| Time value: |
0.44 |
| Break-even: |
3,040.28 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
0.25 |
| Theta: |
-0.64 |
| Omega: |
15.84 |
| Rho: |
1.52 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.340 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.06% |
| 1 Month |
|
|
+69.57% |
| 3 Months |
|
|
-82.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.390 |
| 1M High / 1M Low: |
0.640 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
