BVT Call 3800 AZO 17.01.2025
/ DE000VD1E2D9
BVT Call 3800 AZO 17.01.2025/ DE000VD1E2D9 /
| 2024-06-17 8:59:02 AM |
Chg.+0.021 |
Bid9:17:07 PM |
Ask9:17:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
+15.79% |
0.230
Bid Size: 23,000 |
0.290
Ask Size: 23,000 |
AutoZone Inc |
3,800.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD1E2D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
126.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-9.01 |
| Time value: |
0.21 |
| Break-even: |
3,571.52 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.05 |
| Spread %: |
34.62% |
| Delta: |
0.09 |
| Theta: |
-0.22 |
| Omega: |
11.96 |
| Rho: |
1.35 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.154 |
| Previous Close: |
0.133 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.51% |
| 1 Month |
|
|
-54.71% |
| 3 Months |
|
|
-83.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.136 |
0.103 |
| 1M High / 1M Low: |
0.350 |
0.103 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
