BVT Put 3200 AZO 17.01.2025
/ DE000VD2EB97
BVT Put 3200 AZO 17.01.2025/ DE000VD2EB97 /
| 2024-09-23 8:27:09 AM |
Chg.+0.08 |
Bid10:52:01 AM |
Ask10:52:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+3.54% |
2.35
Bid Size: 2,000 |
2.45
Ask Size: 2,000 |
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: |
-11.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.61 |
| Time value: |
0.79 |
| Break-even: |
2,627.58 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.27% |
| Delta: |
-0.59 |
| Theta: |
-0.51 |
| Omega: |
-6.68 |
| Rho: |
-5.86 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.88% |
| 1 Month |
|
|
+34.48% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.92 |
| 1M High / 1M Low: |
2.26 |
1.58 |
| 6M High / 6M Low: |
4.50 |
1.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.80% |
| Volatility 6M: |
|
117.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
