BVT Call 2500 AZO 20.09.2024
/ DE000VM76H76
BVT Call 2500 AZO 20.09.2024/ DE000VM76H76 /
| 2024-06-10 8:11:50 AM |
Chg.+0.27 |
Bid3:04:32 PM |
Ask3:04:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
+8.65% |
3.36
Bid Size: 3,000 |
3.46
Ask Size: 3,000 |
AutoZone Inc |
2,500.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM76H7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
2.79 |
| Time value: |
0.67 |
| Break-even: |
2,665.37 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.76% |
| Delta: |
0.81 |
| Theta: |
-0.70 |
| Omega: |
6.11 |
| Rho: |
4.94 |
Quote data
| Open: |
3.39 |
| High: |
3.39 |
| Low: |
3.39 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.28% |
| 1 Month |
|
|
-36.40% |
| 3 Months |
|
|
-49.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.38 |
3.12 |
| 1M High / 1M Low: |
5.33 |
2.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
