BVT Call 3400 AZO 21.03.2025
/ DE000VD9U687
BVT Call 3400 AZO 21.03.2025/ DE000VD9U687 /
16/10/2024 19:41:40 |
Chg.+0.040 |
Bid21:58:52 |
Ask21:58:52 |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+3.51% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,400.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
VD9U68 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
12/07/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-2.76 |
Time value: |
1.16 |
Break-even: |
3,240.08 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.03 |
Spread %: |
2.65% |
Delta: |
0.36 |
Theta: |
-0.70 |
Omega: |
8.95 |
Rho: |
3.94 |
Quote data
Open: |
1.120 |
High: |
1.180 |
Low: |
1.120 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.72% |
1 Month |
|
|
-13.87% |
3 Months |
|
|
+2.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.370 |
1.140 |
1M High / 1M Low: |
1.500 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |