BVT Call 2520 AZO 21.06.2024
/ DE000VM26WY5
BVT Call 2520 AZO 21.06.2024/ DE000VM26WY5 /
| 2024-05-31 8:19:54 AM |
Chg.+0.37 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
+18.69% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,520.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM26WY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,520.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
2.30 |
| Time value: |
0.12 |
| Break-even: |
2,564.90 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
2.54% |
| Delta: |
0.92 |
| Theta: |
-0.89 |
| Omega: |
9.70 |
| Rho: |
1.15 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.62% |
| 1 Month |
|
|
-50.53% |
| 3 Months |
|
|
-54.46% |
| YTD |
|
|
+11.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
1.98 |
| 1M High / 1M Low: |
4.64 |
1.98 |
| 6M High / 6M Low: |
7.05 |
1.75 |
| High (YTD): |
2024-03-25 |
7.05 |
| Low (YTD): |
2024-01-10 |
1.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.23% |
| Volatility 6M: |
|
133.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
