BVT Put 2600 AZO 17.01.2025
/ DE000VM9C619
BVT Put 2600 AZO 17.01.2025/ DE000VM9C619 /
2024-09-20 8:27:40 AM |
Chg.+0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+5.88% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,600.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
VM9C61 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,600.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-01-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-67.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-3.77 |
Time value: |
0.40 |
Break-even: |
2,289.07 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.03 |
Spread %: |
8.11% |
Delta: |
-0.15 |
Theta: |
-0.42 |
Omega: |
-10.35 |
Rho: |
-1.47 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.360 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
+44.00% |
3 Months |
|
|
-23.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.340 |
1M High / 1M Low: |
0.400 |
0.250 |
6M High / 6M Low: |
1.140 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.362 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.332 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.643 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.99% |
Volatility 6M: |
|
161.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |