BVT Call 2560 AZO 21.06.2024
/ DE000VM3M405
BVT Call 2560 AZO 21.06.2024/ DE000VM3M405 /
| 2024-06-14 8:55:28 AM |
Chg.-0.04 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-1.67% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,560.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3M40 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,560.00 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: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.19 |
| Parity: |
2.58 |
| Time value: |
0.09 |
| Break-even: |
2,658.45 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
2.30% |
| Delta: |
0.92 |
| Theta: |
-2.79 |
| Omega: |
9.10 |
| Rho: |
0.36 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.59% |
| 1 Month |
|
|
-35.69% |
| 3 Months |
|
|
-56.46% |
| YTD |
|
|
+25.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.09 |
| 1M High / 1M Low: |
3.67 |
1.65 |
| 6M High / 6M Low: |
6.68 |
1.55 |
| High (YTD): |
2024-03-25 |
6.68 |
| Low (YTD): |
2024-01-10 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.37% |
| Volatility 6M: |
|
142.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
