BVT Put 2600 AZO 20.12.2024
/ DE000VD21HK5
BVT Put 2600 AZO 20.12.2024/ DE000VD21HK5 /
| 2024-09-23 4:54:01 PM |
Chg.0.000 |
Bid6:04:04 PM |
Ask6:04:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
0.270
Bid Size: 24,000 |
0.300
Ask Size: 24,000 |
AutoZone Inc |
2,600.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21HK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,600.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-82.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
-1.07 |
| Time value: |
0.33 |
| Break-even: |
2,567.00 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
-0.25 |
| Theta: |
-0.31 |
| Omega: |
-20.75 |
| Rho: |
-1.73 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
-27.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.290 |
0.197 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
