BVT Put 2400 AZO 20.12.2024
/ DE000VD3VXG8
BVT Put 2400 AZO 20.12.2024/ DE000VD3VXG8 /
30/08/2024 19:41:11 |
Chg.-0.017 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-19.32% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,400.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD3VXG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,400.00 - |
Maturity: |
20/12/2024 |
Issue date: |
11/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-269.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-4.80 |
Time value: |
0.11 |
Break-even: |
2,389.30 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.03 |
Spread %: |
37.18% |
Delta: |
-0.06 |
Theta: |
-0.19 |
Omega: |
-16.70 |
Rho: |
-0.58 |
Quote data
Open: |
0.088 |
High: |
0.088 |
Low: |
0.071 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.22% |
1 Month |
|
|
-38.26% |
3 Months |
|
|
-86.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.099 |
0.071 |
1M High / 1M Low: |
0.184 |
0.057 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
394.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |