BVT Call 2600 AZO 20.09.2024
/ DE000VM7SRU7
BVT Call 2600 AZO 20.09.2024/ DE000VM7SRU7 /
| 2024-06-10 8:23:32 AM |
Chg.+0.23 |
Bid7:40:45 PM |
Ask7:40:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
+9.62% |
2.57
Bid Size: 15,000 |
2.63
Ask Size: 15,000 |
AutoZone Inc |
2,600.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7SRU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
1.86 |
| Time value: |
0.83 |
| Break-even: |
2,681.14 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
2.28% |
| Delta: |
0.75 |
| Theta: |
-0.74 |
| Omega: |
7.25 |
| Rho: |
4.70 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.82% |
| 1 Month |
|
|
-42.16% |
| 3 Months |
|
|
-55.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.39 |
| 1M High / 1M Low: |
4.53 |
2.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
