BVT Put 3100 AZO 20.09.2024
/ DE000VD19R75
BVT Put 3100 AZO 20.09.2024/ DE000VD19R75 /
6/21/2024 9:47:25 AM |
Chg.-0.14 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.44EUR |
-8.86% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VD19R7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,100.00 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: |
-17.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
0.86 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
0.86 |
Time value: |
0.72 |
Break-even: |
2,737.60 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.18 |
Spread %: |
12.86% |
Delta: |
-0.55 |
Theta: |
-0.51 |
Omega: |
-9.84 |
Rho: |
-4.27 |
Quote data
Open: |
1.44 |
High: |
1.44 |
Low: |
1.44 |
Previous Close: |
1.58 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.85% |
1 Month |
|
|
-33.64% |
3 Months |
|
|
+15.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.93 |
1.58 |
1M High / 1M Low: |
3.52 |
1.58 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |