BVT Call 2400 AZO 21.06.2024
/ DE000VM4KG10
BVT Call 2400 AZO 21.06.2024/ DE000VM4KG10 /
2024-05-10 7:50:43 PM |
Chg.+0.050 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.660EUR |
+0.89% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,400.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM4KG1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,400.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-25 |
Last trading day: |
2024-06-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.54 |
Intrinsic value: |
5.44 |
Implied volatility: |
0.46 |
Historic volatility: |
0.20 |
Parity: |
5.44 |
Time value: |
0.23 |
Break-even: |
2,792.99 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.06 |
Spread %: |
1.07% |
Delta: |
0.94 |
Theta: |
-0.85 |
Omega: |
4.57 |
Rho: |
2.33 |
Quote data
Open: |
5.700 |
High: |
5.790 |
Low: |
5.660 |
Previous Close: |
5.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.43% |
1 Month |
|
|
-8.86% |
3 Months |
|
|
+54.64% |
YTD |
|
|
+100.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.720 |
5.420 |
1M High / 1M Low: |
6.210 |
5.160 |
6M High / 6M Low: |
8.080 |
2.480 |
High (YTD): |
2024-03-22 |
8.080 |
Low (YTD): |
2024-01-10 |
2.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.594 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.799 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.23% |
Volatility 6M: |
|
99.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |