BVT Call 2500 AZO/ DE000VM3M298 /
| 2024-06-20 7:43:28 PM | Chg.+0.600 | Bid11:05:09 AM | Ask11:05:09 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.860EUR | +14.08% | 4.650 Bid Size: 3,000 |
4.660 Ask Size: 0 |
AutoZone Inc | 2,500.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM3M29 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | AutoZone Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,500.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-10-09 |
| Last trading day: | 2024-06-21 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.36 |
|---|---|
| Intrinsic value: | 4.36 |
| Implied volatility: | 1.61 |
| Historic volatility: | 0.19 |
| Parity: | 4.36 |
| Time value: | 0.02 |
| Break-even: | 2,764.22 |
| Moneyness: | 1.19 |
| Premium: | 0.00 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.12 |
| Spread %: | 2.82% |
| Delta: | 0.98 |
| Theta: | -5.48 |
| Omega: | 6.19 |
| Rho: | 0.06 |
Quote data
| Open: | 4.440 |
|---|---|
| High: | 4.860 |
| Low: | 4.440 |
| Previous Close: | 4.260 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +60.93% | ||
|---|---|---|---|
| 1 Month | +59.34% | ||
| 3 Months | -31.45% | ||
| YTD | +120.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.860 | 3.020 |
|---|---|---|
| 1M High / 1M Low: | 4.860 | 2.360 |
| 6M High / 6M Low: | 7.170 | 1.840 |
| High (YTD): | 2024-03-22 | 7.170 |
| Low (YTD): | 2024-01-09 | 1.840 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.108 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.015 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.071 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 154.77% | |
| Volatility 6M: | 128.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
