BVT Put 3000 AZO 20.09.2024
/ DE000VD19SC3
BVT Put 3000 AZO 20.09.2024/ DE000VD19SC3 /
| 6/19/2024 12:39:52 PM |
Chg.-0.06 |
Bid8:00:00 PM |
Ask8:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-5.17% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,000.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VD19SC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,000.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.29 |
| Time value: |
0.87 |
| Break-even: |
2,677.62 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
9.43% |
| Delta: |
-0.48 |
| Theta: |
-0.47 |
| Omega: |
-11.54 |
| Rho: |
-3.71 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.88% |
| 1 Month |
|
|
-37.85% |
| 3 Months |
|
|
-5.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.16 |
| 1M High / 1M Low: |
2.70 |
1.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
