BVT Call 3200 AZO 20.09.2024
/ DE000VD19SA7
BVT Call 3200 AZO 20.09.2024/ DE000VD19SA7 /
8/30/2024 9:59:50 AM |
Chg.-0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-2.56% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,200.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VD19SA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,200.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/15/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
37.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-0.17 |
Time value: |
0.76 |
Break-even: |
2,972.65 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.23 |
Spread %: |
43.40% |
Delta: |
0.49 |
Theta: |
-2.16 |
Omega: |
18.66 |
Rho: |
0.74 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.11% |
1 Month |
|
|
-8.43% |
3 Months |
|
|
+300.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.490 |
1M High / 1M Low: |
1.090 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.664 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.817 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
352.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |