BVT Call 3800 AZO 21.03.2025
/ DE000VC12871
BVT Call 3800 AZO 21.03.2025/ DE000VC12871 /
| 2024-12-20 7:51:33 PM |
Chg.+0.020 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,800.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VC1287 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-14 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
89.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-5.24 |
| Time value: |
0.35 |
| Break-even: |
3,678.72 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.16 |
| Theta: |
-0.63 |
| Omega: |
14.39 |
| Rho: |
1.16 |
Quote data
| Open: |
0.260 |
| High: |
0.320 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-17.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.300 |
| 1M High / 1M Low: |
0.670 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
