BVT Call 2700 AZO 21.06.2024
/ DE000VM3M272
BVT Call 2700 AZO 21.06.2024/ DE000VM3M272 /
2024-06-19 8:06:08 PM |
Chg.-0.190 |
Bid8:06:08 PM |
Ask8:06:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.400EUR |
-7.34% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,700.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM3M27 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,700.00 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: |
10.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.51 |
Intrinsic value: |
2.50 |
Implied volatility: |
0.91 |
Historic volatility: |
0.19 |
Parity: |
2.50 |
Time value: |
0.07 |
Break-even: |
2,771.26 |
Moneyness: |
1.10 |
Premium: |
0.00 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.06 |
Spread %: |
2.39% |
Delta: |
0.93 |
Theta: |
-6.69 |
Omega: |
9.97 |
Rho: |
0.13 |
Quote data
Open: |
2.420 |
High: |
2.440 |
Low: |
2.400 |
Previous Close: |
2.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+124.30% |
1 Month |
|
|
+7.62% |
3 Months |
|
|
-48.50% |
YTD |
|
|
+101.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.590 |
1.070 |
1M High / 1M Low: |
2.590 |
0.810 |
6M High / 6M Low: |
5.460 |
0.810 |
High (YTD): |
2024-03-22 |
5.460 |
Low (YTD): |
2024-05-31 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.545 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
381.44% |
Volatility 6M: |
|
207.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |