BVT Call 2960 AZO 21.06.2024
/ DE000VM3TT33
BVT Call 2960 AZO 21.06.2024/ DE000VM3TT33 /
| 2024-06-19 8:48:24 AM |
Chg.+0.040 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,960.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TT3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,960.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
86.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.08 |
| Time value: |
0.24 |
| Break-even: |
2,788.37 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
3.80 |
| Spread abs.: |
0.07 |
| Spread %: |
28.00% |
| Delta: |
0.56 |
| Theta: |
-6.95 |
| Omega: |
47.97 |
| Rho: |
0.08 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3900.00% |
| 1 Month |
|
|
-68.83% |
| 3 Months |
|
|
-90.08% |
| YTD |
|
|
-46.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.001 |
| 1M High / 1M Low: |
0.820 |
0.001 |
| 6M High / 6M Low: |
3.420 |
0.001 |
| High (YTD): |
2024-03-25 |
3.420 |
| Low (YTD): |
2024-06-14 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.153 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
7,344.05% |
| Volatility 6M: |
|
3,007.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
