BVT Call 2860 AZO 21.06.2024
/ DE000VM3M4Z7
BVT Call 2860 AZO 21.06.2024/ DE000VM3M4Z7 /
| 6/14/2024 8:55:28 AM |
Chg.-0.040 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
-25.81% |
-
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: |
120.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.23 |
| Time value: |
0.22 |
| Break-even: |
2,693.70 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.05 |
| Spread %: |
32.53% |
| Delta: |
0.40 |
| Theta: |
-2.63 |
| Omega: |
48.21 |
| Rho: |
0.17 |
Quote data
| Open: |
0.115 |
| High: |
0.115 |
| Low: |
0.115 |
| Previous Close: |
0.155 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.58% |
| 1 Month |
|
|
-91.84% |
| 3 Months |
|
|
-96.24% |
| YTD |
|
|
-82.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.177 |
0.107 |
| 1M High / 1M Low: |
1.410 |
0.107 |
| 6M High / 6M Low: |
4.170 |
0.107 |
| High (YTD): |
3/25/2024 |
4.170 |
| Low (YTD): |
6/11/2024 |
0.107 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
432.74% |
| Volatility 6M: |
|
260.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
