BVT Call 2400 AZO 21.06.2024
/ DE000VM4KG10
BVT Call 2400 AZO 21.06.2024/ DE000VM4KG10 /
| 24/05/2024 19:53:14 |
Chg.+0.150 |
Bid20:31:52 |
Ask20:31:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
+4.19% |
3.690
Bid Size: 12,000 |
3.750
Ask Size: 12,000 |
AutoZone Inc |
2,400.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM4KG1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
25/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
3.49 |
| Time value: |
0.16 |
| Break-even: |
2,584.84 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
1.67% |
| Delta: |
0.93 |
| Theta: |
-0.89 |
| Omega: |
6.52 |
| Rho: |
1.55 |
Quote data
| Open: |
3.570 |
| High: |
3.730 |
| Low: |
3.570 |
| Previous Close: |
3.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.47% |
| 1 Month |
|
|
-34.79% |
| 3 Months |
|
|
-6.98% |
| YTD |
|
|
+32.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.840 |
3.580 |
| 1M High / 1M Low: |
5.720 |
3.580 |
| 6M High / 6M Low: |
8.080 |
2.480 |
| High (YTD): |
22/03/2024 |
8.080 |
| Low (YTD): |
10/01/2024 |
2.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.848 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.82% |
| Volatility 6M: |
|
103.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
