BVT Call 2400 AZO 21.06.2024
/ DE000VM4KG10
BVT Call 2400 AZO 21.06.2024/ DE000VM4KG10 /
| 2024-05-28 8:34:38 AM |
Chg.-0.01 |
Bid10:52:23 AM |
Ask10:52:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
-0.27% |
3.72
Bid Size: 3,000 |
3.88
Ask Size: 3,000 |
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: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
3.62 |
| Time value: |
0.20 |
| Break-even: |
2,591.67 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.11 |
| Spread %: |
2.97% |
| Delta: |
0.91 |
| Theta: |
-1.31 |
| Omega: |
6.10 |
| Rho: |
1.28 |
Quote data
| Open: |
3.73 |
| High: |
3.73 |
| Low: |
3.73 |
| Previous Close: |
3.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.34% |
| 1 Month |
|
|
-31.43% |
| 3 Months |
|
|
-35.24% |
| YTD |
|
|
+31.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.93 |
3.57 |
| 1M High / 1M Low: |
5.82 |
3.57 |
| 6M High / 6M Low: |
8.12 |
2.45 |
| High (YTD): |
2024-03-25 |
8.12 |
| Low (YTD): |
2024-01-10 |
2.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.26% |
| Volatility 6M: |
|
106.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
