BVT Call 3300 AZO 20.09.2024
/ DE000VD046A4
BVT Call 3300 AZO 20.09.2024/ DE000VD046A4 /
| 2024-06-21 1:50:48 PM |
Chg.-0.040 |
Bid4:15:30 PM |
Ask4:15:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-9.52% |
0.450
Bid Size: 23,000 |
0.510
Ask Size: 23,000 |
AutoZone Inc |
3,300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD046A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,300.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-2.73 |
| Time value: |
0.44 |
| Break-even: |
3,126.41 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
0.25 |
| Theta: |
-0.61 |
| Omega: |
15.77 |
| Rho: |
1.62 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+255.14% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
-80.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.107 |
| 1M High / 1M Low: |
0.420 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.253 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
488.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
