BVT Put 2200 AZO 17.01.2025
/ DE000VM95H81
BVT Put 2200 AZO 17.01.2025/ DE000VM95H81 /
10/09/2024 08:27:53 |
Chg.+0.008 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
+10.39% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,200.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
13/02/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-250.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-6.28 |
Time value: |
0.11 |
Break-even: |
2,188.70 |
Moneyness: |
0.78 |
Premium: |
0.23 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.03 |
Spread %: |
34.52% |
Delta: |
-0.05 |
Theta: |
-0.18 |
Omega: |
-13.01 |
Rho: |
-0.56 |
Quote data
Open: |
0.085 |
High: |
0.085 |
Low: |
0.085 |
Previous Close: |
0.077 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+73.47% |
1 Month |
|
|
+1.19% |
3 Months |
|
|
-57.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.043 |
1M High / 1M Low: |
0.098 |
0.017 |
6M High / 6M Low: |
0.410 |
0.017 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.055 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.179 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
803.59% |
Volatility 6M: |
|
396.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |