BVT Put 2700 AZO 20.09.2024
/ DE000VM8NQC6
BVT Put 2700 AZO 20.09.2024/ DE000VM8NQC6 /
| 2024-06-21 4:55:12 PM |
Chg.-0.006 |
Bid6:26:04 PM |
Ask6:26:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.184EUR |
-3.16% |
0.200
Bid Size: 23,000 |
0.260
Ask Size: 23,000 |
AutoZone Inc |
2,700.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM8NQC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,700.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-108.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-2.88 |
| Time value: |
0.26 |
| Break-even: |
2,495.97 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
30.00% |
| Delta: |
-0.15 |
| Theta: |
-0.37 |
| Omega: |
-15.71 |
| Rho: |
-1.08 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.184 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.28% |
| 1 Month |
|
|
-72.54% |
| 3 Months |
|
|
-51.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.190 |
| 1M High / 1M Low: |
0.810 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
