BVT Call 2500 AZO 21.06.2024
/ DE000VM3M298
BVT Call 2500 AZO 21.06.2024/ DE000VM3M298 /
| 6/14/2024 7:45:25 PM |
Chg.+0.110 |
Bid8:06:39 AM |
Ask8:06:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.020EUR |
+3.78% |
3.140
Bid Size: 1,000 |
3.570
Ask Size: 1,000 |
AutoZone Inc |
2,500.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.19 |
| Parity: |
3.14 |
| Time value: |
0.09 |
| Break-even: |
2,658.40 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
1.89% |
| Delta: |
0.93 |
| Theta: |
-2.93 |
| Omega: |
7.61 |
| Rho: |
0.35 |
Quote data
| Open: |
2.840 |
| High: |
3.020 |
| Low: |
2.770 |
| Previous Close: |
2.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.03% |
| 1 Month |
|
|
-21.35% |
| 3 Months |
|
|
-51.13% |
| YTD |
|
|
+37.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.020 |
2.770 |
| 1M High / 1M Low: |
3.990 |
2.360 |
| 6M High / 6M Low: |
7.170 |
1.840 |
| High (YTD): |
3/22/2024 |
7.170 |
| Low (YTD): |
1/9/2024 |
1.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.028 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.37% |
| Volatility 6M: |
|
120.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
