BVT Call 2860 AZO 21.06.2024
/ DE000VM3M4Z7
BVT Call 2860 AZO 21.06.2024/ DE000VM3M4Z7 /
| 2024-05-24 8:51:50 AM |
Chg.-0.040 |
Bid8:58:20 PM |
Ask8:58:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-12.12% |
0.310
Bid Size: 24,000 |
0.370
Ask Size: 24,000 |
AutoZone Inc |
2,860.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
71.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.76 |
| Time value: |
0.36 |
| Break-even: |
2,681.31 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.06 |
| Spread %: |
20.00% |
| Delta: |
0.35 |
| Theta: |
-1.14 |
| Omega: |
24.79 |
| Rho: |
0.66 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-76.42% |
| 1 Month |
|
|
-84.74% |
| 3 Months |
|
|
-75.83% |
| YTD |
|
|
-56.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.330 |
| 1M High / 1M Low: |
2.040 |
0.330 |
| 6M High / 6M Low: |
4.170 |
0.330 |
| High (YTD): |
2024-03-25 |
4.170 |
| Low (YTD): |
2024-05-23 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.729 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.28% |
| Volatility 6M: |
|
226.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
