BVT Call 2760 AZO 21.06.2024
/ DE000VM3M5E9
BVT Call 2760 AZO 21.06.2024/ DE000VM3M5E9 /
2024-06-12 8:55:47 AM |
Chg.+0.190 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+40.43% |
- 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: |
36.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.48 |
Time value: |
0.23 |
Break-even: |
2,640.86 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.06 |
Spread %: |
9.23% |
Delta: |
0.69 |
Theta: |
-2.22 |
Omega: |
25.49 |
Rho: |
0.43 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-75.09% |
3 Months |
|
|
-81.82% |
YTD |
|
|
-31.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.460 |
1M High / 1M Low: |
2.490 |
0.380 |
6M High / 6M Low: |
4.980 |
0.380 |
High (YTD): |
2024-03-25 |
4.980 |
Low (YTD): |
2024-05-30 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.174 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.19% |
Volatility 6M: |
|
222.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |