BVT Call 4000 AZO 17.01.2025
/ DE000VD2QEJ4
BVT Call 4000 AZO 17.01.2025/ DE000VD2QEJ4 /
2024-09-27 8:42:13 AM |
Chg.+0.013 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.103EUR |
+14.44% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
4,000.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
VD2QEJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,000.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-03-22 |
Last trading day: |
2025-01-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
203.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-7.20 |
Time value: |
0.14 |
Break-even: |
3,597.21 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
1.12 |
Spread abs.: |
0.03 |
Spread %: |
25.89% |
Delta: |
0.08 |
Theta: |
-0.30 |
Omega: |
16.17 |
Rho: |
0.65 |
Quote data
Open: |
0.103 |
High: |
0.103 |
Low: |
0.103 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.42% |
1 Month |
|
|
-49.51% |
3 Months |
|
|
-28.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.103 |
0.047 |
1M High / 1M Low: |
0.240 |
0.047 |
6M High / 6M Low: |
0.740 |
0.032 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.156 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.206 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
426.73% |
Volatility 6M: |
|
344.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |