BVT Call 3200 AZO 20.12.2024
/ DE000VD23BH0
BVT Call 3200 AZO 20.12.2024/ DE000VD23BH0 /
| 2024-09-04 7:56:01 PM |
Chg.-0.120 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
-7.45% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD23BH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-0.55 |
| Time value: |
1.66 |
| Break-even: |
3,062.31 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
1.84% |
| Delta: |
0.51 |
| Theta: |
-0.95 |
| Omega: |
8.72 |
| Rho: |
3.76 |
Quote data
| Open: |
1.570 |
| High: |
1.570 |
| Low: |
1.490 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.38% |
| 1 Month |
|
|
-31.65% |
| 3 Months |
|
|
+136.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.490 |
| 1M High / 1M Low: |
2.300 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
