BVT Call 3700 AZO 20.12.2024
/ DE000VD23BA5
BVT Call 3700 AZO 20.12.2024/ DE000VD23BA5 /
| 2024-10-17 8:56:52 AM |
Chg.-0.001 |
Bid11:22:05 AM |
Ask11:22:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.137EUR |
-0.72% |
0.141
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
AutoZone Inc |
3,700.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD23BA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,700.00 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: |
167.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-5.26 |
| Time value: |
0.17 |
| Break-even: |
3,424.54 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.03 |
| Spread %: |
20.28% |
| Delta: |
0.11 |
| Theta: |
-0.54 |
| Omega: |
17.75 |
| Rho: |
0.51 |
Quote data
| Open: |
0.137 |
| High: |
0.137 |
| Low: |
0.137 |
| Previous Close: |
0.138 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.67% |
| 1 Month |
|
|
-47.31% |
| 3 Months |
|
|
-45.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.138 |
| 1M High / 1M Low: |
0.310 |
0.126 |
| 6M High / 6M Low: |
0.710 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.63% |
| Volatility 6M: |
|
284.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
