BVT Call 2760 AZO 21.06.2024
/ DE000VM3M5E9
BVT Call 2760 AZO 21.06.2024/ DE000VM3M5E9 /
| 2024-05-24 8:01:55 PM |
Chg.+0.110 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+16.92% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,760.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3M5E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,760.00 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: |
31.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.30 |
| Time value: |
0.51 |
| Break-even: |
2,625.47 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
8.00% |
| Delta: |
0.61 |
| Theta: |
-1.24 |
| Omega: |
19.37 |
| Rho: |
1.10 |
Quote data
| Open: |
0.680 |
| High: |
0.760 |
| Low: |
0.680 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.78% |
| 1 Month |
|
|
-69.35% |
| 3 Months |
|
|
-57.78% |
| YTD |
|
|
-21.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
0.650 |
| 1M High / 1M Low: |
2.600 |
0.650 |
| 6M High / 6M Low: |
4.950 |
0.650 |
| High (YTD): |
2024-03-22 |
4.950 |
| Low (YTD): |
2024-05-23 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.999 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.97% |
| Volatility 6M: |
|
187.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
