BVT Call 2860 AZO 21.06.2024
/ DE000VM3M4Z7
BVT Call 2860 AZO 21.06.2024/ DE000VM3M4Z7 /
| 6/19/2024 8:03:04 PM |
Chg.-0.200 |
Bid8:03:04 PM |
Ask8:03:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-17.86% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,860.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM3M4Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,860.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.19 |
| Parity: |
1.01 |
| Time value: |
0.09 |
| Break-even: |
2,773.25 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.06 |
| Spread %: |
5.77% |
| Delta: |
0.85 |
| Theta: |
-6.24 |
| Omega: |
21.32 |
| Rho: |
0.12 |
Quote data
| Open: |
0.940 |
| High: |
0.960 |
| Low: |
0.920 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+509.27% |
| 1 Month |
|
|
-23.97% |
| 3 Months |
|
|
-72.86% |
| YTD |
|
|
+39.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.146 |
| 1M High / 1M Low: |
1.200 |
0.131 |
| 6M High / 6M Low: |
4.140 |
0.131 |
| High (YTD): |
3/22/2024 |
4.140 |
| Low (YTD): |
6/10/2024 |
0.131 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.461 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,469.62% |
| Volatility 6M: |
|
611.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
