BVT Call 3300 AZO 17.01.2025/  DE000VM9C668  /

Frankfurt Zert./VONT
2024-07-29  7:43:36 PM Chg.-0.170 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.340EUR -11.26% -
Bid Size: -
-
Ask Size: -
AutoZone Inc 3,300.00 USD 2025-01-17 Call
 

Master data

WKN: VM9C66
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,300.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-31
Last trading day: 2025-01-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.02
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -1.93
Time value: 1.58
Break-even: 3,198.68
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 3.95%
Delta: 0.44
Theta: -0.73
Omega: 7.87
Rho: 5.11
 

Quote data

Open: 1.510
High: 1.550
Low: 1.280
Previous Close: 1.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.14%
1 Month  
+24.07%
3 Months
  -9.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 0.920
1M High / 1M Low: 1.510 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.905
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -