BVT Call 3400 AZO 20.09.2024
/ DE000VD08VJ5
BVT Call 3400 AZO 20.09.2024/ DE000VD08VJ5 /
29/07/2024 08:52:00 |
Chg.+0.050 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+19.23% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,400.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VD08VJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
01/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
79.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-2.85 |
Time value: |
0.36 |
Break-even: |
3,168.82 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.06 |
Spread %: |
20.00% |
Delta: |
0.22 |
Theta: |
-0.91 |
Omega: |
17.12 |
Rho: |
0.84 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+206.93% |
1 Month |
|
|
+146.03% |
3 Months |
|
|
-45.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.074 |
1M High / 1M Low: |
0.310 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,219.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |