BVT Call 3400 AZO 20.12.2024
/ DE000VD23A94
BVT Call 3400 AZO 20.12.2024/ DE000VD23A94 /
| 13/11/2024 19:56:30 |
Chg.-0.130 |
Bid09:32:37 |
Ask09:32:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-20.00% |
0.520
Bid Size: 6,200 |
0.570
Ask Size: 6,200 |
AutoZone Inc |
3,400.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD23A9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,400.00 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: |
56.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-2.25 |
| Time value: |
0.53 |
| Break-even: |
3,270.93 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.28 |
| Theta: |
-1.58 |
| Omega: |
15.74 |
| Rho: |
0.77 |
Quote data
| Open: |
0.540 |
| High: |
0.580 |
| Low: |
0.520 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-21.21% |
| 3 Months |
|
|
-57.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.440 |
| 1M High / 1M Low: |
0.780 |
0.290 |
| 6M High / 6M Low: |
1.470 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.682 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.12% |
| Volatility 6M: |
|
280.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
