BVT Call 2720 AZO 21.06.2024
/ DE000VM3M4X2
BVT Call 2720 AZO 21.06.2024/ DE000VM3M4X2 /
| 2024-05-10 8:54:41 AM |
Chg.+0.29 |
Bid3:47:57 PM |
Ask3:47:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
+10.86% |
2.90
Bid Size: 13,000 |
2.96
Ask Size: 13,000 |
AutoZone Inc |
2,720.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3M4X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,720.00 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: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
2.48 |
| Time value: |
0.44 |
| Break-even: |
2,814.79 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
2.10% |
| Delta: |
0.82 |
| Theta: |
-1.21 |
| Omega: |
7.77 |
| Rho: |
2.27 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
2.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.42% |
| 1 Month |
|
|
-18.01% |
| 3 Months |
|
|
+57.45% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.67 |
| 1M High / 1M Low: |
3.61 |
2.52 |
| 6M High / 6M Low: |
5.31 |
0.88 |
| High (YTD): |
2024-03-25 |
5.31 |
| Low (YTD): |
2024-01-10 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.46% |
| Volatility 6M: |
|
166.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
