BVT Call 2680 AZO 21.06.2024
/ DE000VM3M223
BVT Call 2680 AZO 21.06.2024/ DE000VM3M223 /
| 2024-06-14 7:45:06 PM |
Chg.+0.100 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+7.94% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,680.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3M22 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,680.00 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: |
16.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.19 |
| Parity: |
1.46 |
| Time value: |
0.11 |
| Break-even: |
2,660.55 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
3.97% |
| Delta: |
0.86 |
| Theta: |
-2.78 |
| Omega: |
14.58 |
| Rho: |
0.35 |
Quote data
| Open: |
1.190 |
| High: |
1.360 |
| Low: |
1.130 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.80% |
| 1 Month |
|
|
-44.49% |
| 3 Months |
|
|
-70.88% |
| YTD |
|
|
+7.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.170 |
| 1M High / 1M Low: |
2.470 |
0.910 |
| 6M High / 6M Low: |
5.610 |
0.910 |
| High (YTD): |
2024-03-22 |
5.610 |
| Low (YTD): |
2024-06-03 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.13% |
| Volatility 6M: |
|
171.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
