BVT Call 3900 AZO 17.01.2025
/ DE000VD10PC8
BVT Call 3900 AZO 17.01.2025/ DE000VD10PC8 /
| 2024-10-17 8:29:30 AM |
Chg.+0.007 |
Bid11:05:44 AM |
Ask11:05:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+9.86% |
0.082
Bid Size: 10,000 |
0.111
Ask Size: 10,000 |
AutoZone Inc |
3,900.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
254.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-7.10 |
| Time value: |
0.11 |
| Break-even: |
3,602.82 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.03 |
| Spread %: |
34.52% |
| Delta: |
0.07 |
| Theta: |
-0.30 |
| Omega: |
17.51 |
| Rho: |
0.47 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.071 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.71% |
| 1 Month |
|
|
-61.19% |
| 3 Months |
|
|
-52.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.111 |
0.071 |
| 1M High / 1M Low: |
0.230 |
0.071 |
| 6M High / 6M Low: |
0.520 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.41% |
| Volatility 6M: |
|
297.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
