BVT Call 2660 AZO/ DE000VM3M3D6 /
| 2024-06-20 7:40:22 PM | Chg.+0.570 | Bid11:59:13 AM | Ask11:59:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.340EUR | +20.58% | - Bid Size: - |
- Ask Size: - |
AutoZone Inc | 2,660.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM3M3D |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | AutoZone Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,660.00 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: | 9.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.88 |
|---|---|
| Intrinsic value: | 2.87 |
| Implied volatility: | 1.08 |
| Historic volatility: | 0.19 |
| Parity: | 2.87 |
| Time value: | 0.02 |
| Break-even: | 2,764.10 |
| Moneyness: | 1.12 |
| Premium: | 0.00 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.12 |
| Spread %: | 4.33% |
| Delta: | 0.98 |
| Theta: | -4.72 |
| Omega: | 9.32 |
| Rho: | 0.07 |
Quote data
| Open: | 2.930 |
|---|---|
| High: | 3.340 |
| Low: | 2.930 |
| Previous Close: | 2.770 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +116.88% | ||
|---|---|---|---|
| 1 Month | +93.06% | ||
| 3 Months | -41.40% | ||
| YTD | +147.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.340 | 1.540 |
|---|---|---|
| 1M High / 1M Low: | 3.340 | 1.040 |
| 6M High / 6M Low: | 5.780 | 1.040 |
| High (YTD): | 2024-03-22 | 5.780 |
| Low (YTD): | 2024-06-03 | 1.040 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.608 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.611 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.842 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 280.26% | |
| Volatility 6M: | 185.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
