BVT Call 2400 AZO 21.06.2024
/ DE000VM4KG10
BVT Call 2400 AZO 21.06.2024/ DE000VM4KG10 /
| 6/12/2024 8:37:46 AM |
Chg.+0.32 |
Bid8:11:41 PM |
Ask8:11:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.89EUR |
+8.96% |
3.83
Bid Size: 12,000 |
3.89
Ask Size: 12,000 |
AutoZone Inc |
2,400.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/25/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
3.83 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.19 |
| Parity: |
3.83 |
| Time value: |
0.08 |
| Break-even: |
2,625.66 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
1.56% |
| Delta: |
0.95 |
| Theta: |
-1.82 |
| Omega: |
6.34 |
| Rho: |
0.51 |
Quote data
| Open: |
3.89 |
| High: |
3.89 |
| Low: |
3.89 |
| Previous Close: |
3.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.46% |
| 1 Month |
|
|
-31.75% |
| 3 Months |
|
|
-40.34% |
| YTD |
|
|
+36.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.76 |
3.44 |
| 1M High / 1M Low: |
5.57 |
3.13 |
| 6M High / 6M Low: |
8.12 |
2.45 |
| High (YTD): |
3/25/2024 |
8.12 |
| Low (YTD): |
1/10/2024 |
2.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.95% |
| Volatility 6M: |
|
107.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
