BVT Call 2580 AZO 21.06.2024
/ DE000VM3M231
BVT Call 2580 AZO 21.06.2024/ DE000VM3M231 /
| 2024-05-10 2:02:16 PM |
Chg.+0.100 |
Bid3:51:17 PM |
Ask3:51:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.130EUR |
+2.48% |
4.100
Bid Size: 12,000 |
4.160
Ask Size: 12,000 |
AutoZone Inc |
2,580.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3M23 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,580.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
3.78 |
| Time value: |
0.30 |
| Break-even: |
2,800.94 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.49% |
| Delta: |
0.89 |
| Theta: |
-1.01 |
| Omega: |
6.05 |
| Rho: |
2.37 |
Quote data
| Open: |
4.050 |
| High: |
4.130 |
| Low: |
4.050 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.44% |
| 1 Month |
|
|
-11.94% |
| 3 Months |
|
|
+69.26% |
| YTD |
|
|
+137.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.080 |
3.880 |
| 1M High / 1M Low: |
4.690 |
3.660 |
| 6M High / 6M Low: |
6.490 |
1.430 |
| High (YTD): |
2024-03-22 |
6.490 |
| Low (YTD): |
2024-01-09 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.42% |
| Volatility 6M: |
|
131.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
