BVT Call 3400 AZO 20.09.2024
/ DE000VD19R34
BVT Call 3400 AZO 20.09.2024/ DE000VD19R34 /
8/9/2024 9:47:50 AM |
Chg.+0.140 |
Bid7:52:07 PM |
Ask7:52:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+63.64% |
0.270 Bid Size: 23,000 |
- Ask Size: - |
AutoZone Inc |
3,400.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VD19R3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
3/15/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
131.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-2.23 |
Time value: |
0.22 |
Break-even: |
3,136.99 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.02 |
Spread abs.: |
-0.13 |
Spread %: |
-37.14% |
Delta: |
0.19 |
Theta: |
-0.76 |
Omega: |
24.80 |
Rho: |
0.60 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
+778.05% |
3 Months |
|
|
-21.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.220 |
1M High / 1M Low: |
0.440 |
0.015 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
981.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |