BVT Call 3000 AZO 17.01.2025
/ DE000VM9C692
BVT Call 3000 AZO 17.01.2025/ DE000VM9C692 /
| 2024-09-20 7:48:46 PM |
Chg.-0.160 |
Bid8:18:17 AM |
Ask8:18:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-7.21% |
2.000
Bid Size: 1,500 |
2.140
Ask Size: 1,500 |
AutoZone Inc |
3,000.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VM9C69 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,000.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.19 |
| Time value: |
1.81 |
| Break-even: |
2,888.35 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
0.58 |
| Theta: |
-0.88 |
| Omega: |
7.78 |
| Rho: |
4.31 |
Quote data
| Open: |
2.140 |
| High: |
2.280 |
| Low: |
2.060 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.84% |
| 1 Month |
|
|
-27.97% |
| 3 Months |
|
|
-14.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.060 |
| 1M High / 1M Low: |
3.480 |
2.060 |
| 6M High / 6M Low: |
4.570 |
1.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.20% |
| Volatility 6M: |
|
139.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
