BVT Call 2600 AZO 21.06.2024
/ DE000VM3M256
BVT Call 2600 AZO 21.06.2024/ DE000VM3M256 /
| 07/06/2024 08:56:11 |
Chg.-0.06 |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-3.53% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM3M25 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,600.00 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: |
12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
1.86 |
| Time value: |
0.14 |
| Break-even: |
2,607.06 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
3.09% |
| Delta: |
0.88 |
| Theta: |
-1.58 |
| Omega: |
11.36 |
| Rho: |
0.74 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
-54.95% |
| 3 Months |
|
|
-69.40% |
| YTD |
|
|
-1.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.64 |
| 1M High / 1M Low: |
3.96 |
1.33 |
| 6M High / 6M Low: |
6.35 |
1.33 |
| High (YTD): |
25/03/2024 |
6.35 |
| Low (YTD): |
30/05/2024 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.17% |
| Volatility 6M: |
|
155.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
