BVT Call 2580 AZO 21.06.2024
/ DE000VM3M231
BVT Call 2580 AZO 21.06.2024/ DE000VM3M231 /
| 31/05/2024 20:03:50 |
Chg.-0.290 |
Bid21:59:17 |
Ask21:59:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
-14.57% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,580.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM3M23 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,580.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.75 |
| Time value: |
0.15 |
| Break-even: |
2,568.21 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
3.26% |
| Delta: |
0.88 |
| Theta: |
-1.03 |
| Omega: |
11.81 |
| Rho: |
1.13 |
Quote data
| Open: |
1.850 |
| High: |
1.860 |
| Low: |
1.700 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.66% |
| 1 Month |
|
|
-56.19% |
| 3 Months |
|
|
-64.95% |
| YTD |
|
|
-2.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.700 |
| 1M High / 1M Low: |
4.080 |
1.700 |
| 6M High / 6M Low: |
6.490 |
1.430 |
| High (YTD): |
22/03/2024 |
6.490 |
| Low (YTD): |
09/01/2024 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.41% |
| Volatility 6M: |
|
141.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
