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: |
|
- |