BVT Call 2760 AZO 21.06.2024
/ DE000VM3M5E9
BVT Call 2760 AZO 21.06.2024/ DE000VM3M5E9 /
| 17/06/2024 10:34:31 |
Chg.+0.110 |
Bid13:29:19 |
Ask13:29:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+15.94% |
0.810
Bid Size: 3,800 |
1.140
Ask Size: 3,800 |
AutoZone Inc |
2,760.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.71 |
| Time value: |
0.16 |
| Break-even: |
2,665.80 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.06 |
| Spread %: |
7.41% |
| Delta: |
0.76 |
| Theta: |
-4.28 |
| Omega: |
23.18 |
| Rho: |
0.21 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-17.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.520 |
| 1M High / 1M Low: |
1.860 |
0.450 |
| 6M High / 6M Low: |
4.950 |
0.450 |
| High (YTD): |
22/03/2024 |
4.950 |
| Low (YTD): |
06/06/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.152 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.52% |
| Volatility 6M: |
|
202.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
