BVT Call 3900 AZO 17.01.2025
/ DE000VD10PC8
BVT Call 3900 AZO 17.01.2025/ DE000VD10PC8 /
| 2024-05-23 7:54:52 PM |
Chg.+0.003 |
Bid9:48:39 PM |
Ask9:48:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.124EUR |
+2.48% |
0.127
Bid Size: 24,000 |
0.179
Ask Size: 24,000 |
AutoZone Inc |
3,900.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD10PC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,900.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
135.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-10.41 |
| Time value: |
0.19 |
| Break-even: |
3,621.62 |
| Moneyness: |
0.71 |
| Premium: |
0.41 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.05 |
| Spread %: |
37.96% |
| Delta: |
0.08 |
| Theta: |
-0.19 |
| Omega: |
11.23 |
| Rho: |
1.27 |
Quote data
| Open: |
0.137 |
| High: |
0.137 |
| Low: |
0.114 |
| Previous Close: |
0.121 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.71% |
| 1 Month |
|
|
-71.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.121 |
| 1M High / 1M Low: |
0.440 |
0.121 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
