BVT Call 2720 AZO/ DE000VM3M4X2 /
| 2024-06-20 7:53:13 PM | Chg.+0.610 | Bid11:59:14 AM | Ask11:59:14 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.820EUR | +27.60% | - Bid Size: - |
- Ask Size: - |
AutoZone Inc | 2,720.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM3M4X |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | AutoZone Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,720.00 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: | 11.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.32 |
|---|---|
| Intrinsic value: | 2.31 |
| Implied volatility: | 0.87 |
| Historic volatility: | 0.19 |
| Parity: | 2.31 |
| Time value: | 0.02 |
| Break-even: | 2,763.93 |
| Moneyness: | 1.09 |
| Premium: | 0.00 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.12 |
| Spread %: | 5.43% |
| Delta: | 0.97 |
| Theta: | -4.11 |
| Omega: | 11.54 |
| Rho: | 0.07 |
Quote data
| Open: | 2.380 |
|---|---|
| High: | 2.820 |
| Low: | 2.380 |
| Previous Close: | 2.210 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +176.47% | ||
|---|---|---|---|
| 1 Month | +125.60% | ||
| 3 Months | -45.35% | ||
| YTD | +156.36% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.820 | 1.020 |
|---|---|---|
| 1M High / 1M Low: | 2.820 | 0.660 |
| 6M High / 6M Low: | 5.290 | 0.660 |
| High (YTD): | 2024-03-22 | 5.290 |
| Low (YTD): | 2024-06-03 | 0.660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.082 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.150 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.427 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 386.63% | |
| Volatility 6M: | 224.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
