BVT Call 2540 AZO/ DE000VM3M280 /
| 2024-06-20 7:53:07 PM | Chg.+0.610 | Bid11:59:14 AM | Ask11:59:14 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.500EUR | +15.68% | - Bid Size: - |
- Ask Size: - |
AutoZone Inc | 2,540.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM3M28 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | AutoZone Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,540.00 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: | 6.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.99 |
|---|---|
| Intrinsic value: | 3.99 |
| Implied volatility: | 1.51 |
| Historic volatility: | 0.19 |
| Parity: | 3.99 |
| Time value: | 0.02 |
| Break-even: | 2,764.44 |
| Moneyness: | 1.17 |
| Premium: | 0.00 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.12 |
| Spread %: | 3.08% |
| Delta: | 0.98 |
| Theta: | -5.92 |
| Omega: | 6.74 |
| Rho: | 0.06 |
Quote data
| Open: | 4.060 |
|---|---|
| High: | 4.500 |
| Low: | 4.060 |
| Previous Close: | 3.890 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +69.81% | ||
|---|---|---|---|
| 1 Month | +67.29% | ||
| 3 Months | -32.94% | ||
| YTD | +128.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.500 | 2.650 |
|---|---|---|
| 1M High / 1M Low: | 4.500 | 2.030 |
| 6M High / 6M Low: | 6.840 | 1.660 |
| High (YTD): | 2024-03-22 | 6.840 |
| Low (YTD): | 2024-01-10 | 1.660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.750 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.658 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.754 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.54% | |
| Volatility 6M: | 137.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
