BVT Call 3400 AZO 20.12.2024
/ DE000VD23A94
BVT Call 3400 AZO 20.12.2024/ DE000VD23A94 /
| 2024-07-31 8:53:57 AM |
Chg.+0.130 |
Bid5:42:13 PM |
Ask5:42:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+13.83% |
1.110
Bid Size: 22,000 |
1.170
Ask Size: 22,000 |
AutoZone Inc |
3,400.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-2.70 |
| Time value: |
1.12 |
| Break-even: |
3,255.59 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
5.66% |
| Delta: |
0.36 |
| Theta: |
-0.75 |
| Omega: |
9.30 |
| Rho: |
3.62 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
1.070 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+101.89% |
| 1 Month |
|
|
+69.84% |
| 3 Months |
|
|
-12.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.530 |
| 1M High / 1M Low: |
1.060 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
