BVT Call 3600 AZO 20.06.2025
/ DE000VD99AZ4
BVT Call 3600 AZO 20.06.2025/ DE000VD99AZ4 /
| 02/09/2024 08:51:43 |
Chg.-0.16 |
Bid16:35:43 |
Ask16:35:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-9.20% |
1.58
Bid Size: 5,000 |
1.63
Ask Size: 5,000 |
AutoZone Inc |
3,600.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD99AZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,600.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-3.79 |
| Time value: |
1.61 |
| Break-even: |
3,420.48 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
1.90% |
| Delta: |
0.39 |
| Theta: |
-0.54 |
| Omega: |
6.92 |
| Rho: |
7.59 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
-4.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.45 |
| 1M High / 1M Low: |
1.91 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
