BVT Call 2580 AZO 21.06.2024
/ DE000VM3M231
BVT Call 2580 AZO 21.06.2024/ DE000VM3M231 /
| 5/20/2024 8:05:30 PM |
Chg.+0.110 |
Bid8:11:49 PM |
Ask8:11:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
+3.45% |
3.280
Bid Size: 12,000 |
3.340
Ask Size: 12,000 |
AutoZone Inc |
2,580.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
3.10 |
| Time value: |
0.32 |
| Break-even: |
2,714.97 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
1.79% |
| Delta: |
0.86 |
| Theta: |
-1.32 |
| Omega: |
6.78 |
| Rho: |
1.73 |
Quote data
| Open: |
3.350 |
| High: |
3.480 |
| Low: |
3.300 |
| Previous Close: |
3.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.78% |
| 1 Month |
|
|
-22.72% |
| 3 Months |
|
|
+30.43% |
| YTD |
|
|
+89.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.540 |
3.190 |
| 1M High / 1M Low: |
4.140 |
3.190 |
| 6M High / 6M Low: |
6.490 |
1.430 |
| High (YTD): |
3/22/2024 |
6.490 |
| Low (YTD): |
1/9/2024 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.15% |
| Volatility 6M: |
|
132.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
