BVT Call 2620 AZO/ DE000VM3M454 /
2024-06-20 7:41:21 PM | Chg.+0.600 | Bid11:59:08 AM | Ask11:59:08 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.740EUR | +19.11% | - Bid Size: - |
- Ask Size: - |
AutoZone Inc | 2,620.00 USD | 2024-06-21 | Call |
Master data
WKN: | VM3M45 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | AutoZone Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 2,620.00 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: | 8.47 |
Leverage: | Yes |
Calculated values
Fair value: | 3.25 |
---|---|
Intrinsic value: | 3.25 |
Implied volatility: | 1.18 |
Historic volatility: | 0.19 |
Parity: | 3.25 |
Time value: | 0.01 |
Break-even: | 2,763.88 |
Moneyness: | 1.13 |
Premium: | 0.00 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.12 |
Spread %: | 3.82% |
Delta: | 0.98 |
Theta: | -4.30 |
Omega: | 8.31 |
Rho: | 0.07 |
Quote data
Open: | 3.310 |
---|---|
High: | 3.740 |
Low: | 3.310 |
Previous Close: | 3.140 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +94.79% | ||
---|---|---|---|
1 Month | +85.15% | ||
3 Months | -38.18% | ||
YTD | +142.86% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.740 | 1.920 |
---|---|---|
1M High / 1M Low: | 3.740 | 1.340 |
6M High / 6M Low: | 6.130 | 1.240 |
High (YTD): | 2024-03-22 | 6.130 |
Low (YTD): | 2024-01-09 | 1.240 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.990 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.948 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.135 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 233.06% | |
Volatility 6M: | 165.82% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |