BVT Put 2900 AZO 20.12.2024
/ DE000VD21HF5
BVT Put 2900 AZO 20.12.2024/ DE000VD21HF5 /
| 2024-06-21 7:57:47 PM |
Chg.+0.060 |
Bid9:58:16 PM |
Ask9:58:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+5.94% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,900.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21HF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,900.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.19 |
| Parity: |
0.90 |
| Time value: |
0.22 |
| Break-even: |
2,788.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.06 |
| Spread %: |
5.66% |
| Delta: |
-0.55 |
| Theta: |
-0.08 |
| Omega: |
-13.81 |
| Rho: |
-8.27 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
1.060 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.15% |
| 1 Month |
|
|
-43.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.010 |
| 1M High / 1M Low: |
2.180 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
