BVT Call 3900 AZO 17.01.2025
/ DE000VD10PC8
BVT Call 3900 AZO 17.01.2025/ DE000VD10PC8 /
| 10/07/2024 08:28:58 |
Chg.-0.018 |
Bid16:17:20 |
Ask16:17:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-21.18% |
0.071
Bid Size: 24,000 |
0.124
Ask Size: 24,000 |
AutoZone Inc |
3,900.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VD10PC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,900.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
13/03/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
213.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-10.01 |
| Time value: |
0.12 |
| Break-even: |
3,618.54 |
| Moneyness: |
0.72 |
| Premium: |
0.39 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.05 |
| Spread %: |
76.81% |
| Delta: |
0.06 |
| Theta: |
-0.17 |
| Omega: |
13.21 |
| Rho: |
0.78 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.73% |
| 1 Month |
|
|
+6.35% |
| 3 Months |
|
|
-88.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.148 |
0.085 |
| 1M High / 1M Low: |
0.280 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
