BVT Call 2800 AZO 21.06.2024
/ DE000VM3M4Y0
BVT Call 2800 AZO 21.06.2024/ DE000VM3M4Y0 /
| 2024-06-14 8:55:28 AM |
Chg.- |
Bid8:36:36 AM |
Ask8:36:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
0.510
Bid Size: 6,000 |
0.880
Ask Size: 6,000 |
AutoZone Inc |
2,800.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3M4Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 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: |
47.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.33 |
| Time value: |
0.23 |
| Break-even: |
2,672.17 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.65 |
| Theta: |
-4.37 |
| Omega: |
30.97 |
| Rho: |
0.18 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-78.48% |
| 3 Months |
|
|
-90.29% |
| YTD |
|
|
-59.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.270 |
| 1M High / 1M Low: |
1.680 |
0.270 |
| 6M High / 6M Low: |
4.650 |
0.270 |
| High (YTD): |
2024-03-25 |
4.650 |
| Low (YTD): |
2024-06-11 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.922 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.92% |
| Volatility 6M: |
|
234.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
