BVT Put 2400 AZO 20.09.2024
/ DE000VM7SRL6
BVT Put 2400 AZO 20.09.2024/ DE000VM7SRL6 /
| 05/07/2024 08:24:10 |
Chg.+0.001 |
Bid16:49:15 |
Ask16:49:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+1.61% |
0.067
Bid Size: 24,000 |
0.120
Ask Size: 24,000 |
AutoZone Inc |
2,400.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7SRL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,400.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-226.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-4.12 |
| Time value: |
0.12 |
| Break-even: |
2,208.47 |
| Moneyness: |
0.84 |
| Premium: |
0.16 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.05 |
| Spread %: |
84.13% |
| Delta: |
-0.07 |
| Theta: |
-0.28 |
| Omega: |
-16.63 |
| Rho: |
-0.43 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+231.58% |
| 1 Month |
|
|
-45.69% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.012 |
| 1M High / 1M Low: |
0.142 |
0.001 |
| 6M High / 6M Low: |
1.150 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,783.92% |
| Volatility 6M: |
|
1,947.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
