BVT Put 2900 AZO 20.09.2024
/ DE000VD19R83
BVT Put 2900 AZO 20.09.2024/ DE000VD19R83 /
| 2024-05-24 9:47:05 AM |
Chg.-0.01 |
Bid11:23:13 AM |
Ask11:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-0.60% |
1.64
Bid Size: 4,000 |
-
Ask Size: - |
AutoZone Inc |
2,900.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD19R8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,900.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
1.13 |
| Time value: |
0.53 |
| Break-even: |
2,516.30 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
-0.58 |
| Theta: |
-0.32 |
| Omega: |
-8.99 |
| Rho: |
-5.41 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.95% |
| 1 Month |
|
|
+33.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.14 |
| 1M High / 1M Low: |
1.66 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
