BVT Put 2700 AZO 20.09.2024
/ DE000VD19R91
BVT Put 2700 AZO 20.09.2024/ DE000VD19R91 /
21/06/2024 09:47:25 |
Chg.-0.010 |
Bid16:06:55 |
Ask16:06:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-4.55% |
0.152 Bid Size: 22,000 |
- Ask Size: - |
AutoZone Inc |
2,700.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VD19R9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,700.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
15/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-127.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-2.88 |
Time value: |
0.22 |
Break-even: |
2,499.97 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.02 |
Spread %: |
10.00% |
Delta: |
-0.13 |
Theta: |
-0.33 |
Omega: |
-17.03 |
Rho: |
-0.99 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-65.00% |
1 Month |
|
|
-61.11% |
3 Months |
|
|
-48.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.220 |
1M High / 1M Low: |
0.900 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.608 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |