BVT Call 3600 AZO 20.12.2024
/ DE000VD23BN8
BVT Call 3600 AZO 20.12.2024/ DE000VD23BN8 /
13/09/2024 19:55:46 |
Chg.+0.040 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+10.53% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,600.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD23BN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,600.00 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: |
65.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-4.30 |
Time value: |
0.43 |
Break-even: |
3,293.21 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.03 |
Spread %: |
7.50% |
Delta: |
0.20 |
Theta: |
-0.64 |
Omega: |
13.15 |
Rho: |
1.39 |
Quote data
Open: |
0.370 |
High: |
0.430 |
Low: |
0.360 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
+127.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.380 |
1M High / 1M Low: |
0.700 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |