BVT Call 3100 AZO 20.09.2024
/ DE000VM8Z0L5
BVT Call 3100 AZO 20.09.2024/ DE000VM8Z0L5 /
| 2024-06-21 4:47:18 PM |
Chg.-0.040 |
Bid5:37:44 PM |
Ask5:37:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-4.08% |
0.880
Bid Size: 23,000 |
0.940
Ask Size: 23,000 |
AutoZone Inc |
3,100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8Z0L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.86 |
| Time value: |
0.98 |
| Break-even: |
2,993.60 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
6.52% |
| Delta: |
0.45 |
| Theta: |
-0.79 |
| Omega: |
12.80 |
| Rho: |
2.88 |
Quote data
| Open: |
0.900 |
| High: |
0.940 |
| Low: |
0.900 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+168.57% |
| 1 Month |
|
|
+80.77% |
| 3 Months |
|
|
-69.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.350 |
| 1M High / 1M Low: |
0.980 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
