BVT Call 3300 AZO 20.12.2024
/ DE000VD23BF4
BVT Call 3300 AZO 20.12.2024/ DE000VD23BF4 /
| 18/10/2024 08:58:02 |
Chg.+0.110 |
Bid15:33:09 |
Ask15:33:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+13.58% |
0.920
Bid Size: 22,000 |
0.950
Ask Size: 22,000 |
AutoZone Inc |
3,300.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD23BF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,300.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-1.31 |
| Time value: |
0.96 |
| Break-even: |
3,143.33 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.40 |
| Theta: |
-1.20 |
| Omega: |
12.19 |
| Rho: |
1.85 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
-8.00% |
| 3 Months |
|
|
-1.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.740 |
| 1M High / 1M Low: |
1.130 |
0.610 |
| 6M High / 6M Low: |
1.710 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.98% |
| Volatility 6M: |
|
211.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
