BVT Call 3700 AZO 21.03.2025
/ DE000VC00HF1
BVT Call 3700 AZO 21.03.2025/ DE000VC00HF1 /
| 2024-10-08 8:12:15 AM |
Chg.+0.040 |
Bid9:47:05 PM |
Ask9:47:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+8.51% |
0.560
Bid Size: 23,000 |
0.590
Ask Size: 23,000 |
AutoZone Inc |
3,700.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VC00HF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,700.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-5.89 |
| Time value: |
0.54 |
| Break-even: |
3,425.48 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
0.20 |
| Theta: |
-0.50 |
| Omega: |
10.31 |
| Rho: |
2.26 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.88% |
| 1 Month |
|
|
-33.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.470 |
| 1M High / 1M Low: |
0.780 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
