BVT Call 3300 AZO 20.12.2024
/ DE000VD23BF4
BVT Call 3300 AZO 20.12.2024/ DE000VD23BF4 /
| 15/08/2024 13:54:54 |
Chg.+0.030 |
Bid16:12:04 |
Ask16:12:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+1.89% |
1.520
Bid Size: 21,000 |
1.580
Ask Size: 21,000 |
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: |
17.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.94 |
| Time value: |
1.65 |
| Break-even: |
3,161.84 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
3.77% |
| Delta: |
0.49 |
| Theta: |
-0.87 |
| Omega: |
8.55 |
| Rho: |
4.33 |
Quote data
| Open: |
1.640 |
| High: |
1.640 |
| Low: |
1.620 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+102.50% |
| 3 Months |
|
|
+48.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.470 |
| 1M High / 1M Low: |
1.840 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
