BVT Call 3800 AZO 20.12.2024
/ DE000VD23BP3
BVT Call 3800 AZO 20.12.2024/ DE000VD23BP3 /
2024-10-17 10:23:38 AM |
Chg.-0.002 |
Bid12:58:56 PM |
Ask12:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-2.53% |
0.073 Bid Size: 10,000 |
0.102 Ask Size: 10,000 |
AutoZone Inc |
3,800.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD23BP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,800.00 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: |
264.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
-6.18 |
Time value: |
0.11 |
Break-even: |
3,510.33 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
2.08 |
Spread abs.: |
0.03 |
Spread %: |
36.25% |
Delta: |
0.07 |
Theta: |
-0.40 |
Omega: |
19.04 |
Rho: |
0.34 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.079 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.62% |
1 Month |
|
|
-62.25% |
3 Months |
|
|
-54.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.107 |
0.077 |
1M High / 1M Low: |
0.213 |
0.077 |
6M High / 6M Low: |
0.530 |
0.050 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.220 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.21% |
Volatility 6M: |
|
322.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |