BVT Put 2200 AZO 17.01.2025/  DE000VM95H81  /

EUWAX
2024-07-25  8:25:33 AM Chg.-0.004 Bid10:59:35 AM Ask10:59:35 AM Underlying Strike price Expiration date Option type
0.097EUR -3.96% 0.109
Bid Size: 10,000
0.163
Ask Size: 10,000
AutoZone Inc 2,200.00 - 2025-01-17 Put
 

Master data

WKN: VM95H8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Put
Strike price: 2,200.00 -
Maturity: 2025-01-17
Issue date: 2024-02-13
Last trading day: 2025-01-17
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -176.25
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -5.14
Time value: 0.15
Break-even: 2,184.60
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 55.56%
Delta: -0.07
Theta: -0.15
Omega: -12.73
Rho: -1.02
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.101
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.56%
1 Month  
+18.29%
3 Months
  -66.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.101 0.064
1M High / 1M Low: 0.191 0.064
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   384.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -