BVT Put 3200 AZO 17.01.2025
/ DE000VD2EB97
BVT Put 3200 AZO 17.01.2025/ DE000VD2EB97 /
| 2024-06-21 7:57:32 PM |
Chg.+0.090 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
+3.67% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,200.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VD2EB9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,200.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
1.79 |
| Time value: |
0.79 |
| Break-even: |
2,731.01 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.38% |
| Delta: |
-0.56 |
| Theta: |
-0.26 |
| Omega: |
-6.13 |
| Rho: |
-10.58 |
Quote data
| Open: |
2.560 |
| High: |
2.560 |
| Low: |
2.510 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.09% |
| 1 Month |
|
|
-33.85% |
| 3 Months |
|
|
+22.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.740 |
2.450 |
| 1M High / 1M Low: |
4.320 |
2.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
