BVT Call 2720 AZO 21.06.2024
/ DE000VM3M4X2
BVT Call 2720 AZO 21.06.2024/ DE000VM3M4X2 /
| 31/05/2024 08:54:35 |
Chg.+0.250 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+46.30% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,720.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.46 |
| Time value: |
0.37 |
| Break-even: |
2,590.26 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
0.66 |
| Theta: |
-1.41 |
| Omega: |
20.25 |
| Rho: |
0.88 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.04% |
| 1 Month |
|
|
-72.66% |
| 3 Months |
|
|
-77.81% |
| YTD |
|
|
-28.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.540 |
| 1M High / 1M Low: |
2.960 |
0.540 |
| 6M High / 6M Low: |
5.310 |
0.540 |
| High (YTD): |
25/03/2024 |
5.310 |
| Low (YTD): |
30/05/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.488 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.65% |
| Volatility 6M: |
|
201.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
