BVT Put 2400 AZO 20.12.2024
/ DE000VD3VXG8
BVT Put 2400 AZO 20.12.2024/ DE000VD3VXG8 /
7/24/2024 8:53:31 AM |
Chg.+0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,400.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/11/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-92.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-2.93 |
Time value: |
0.29 |
Break-even: |
2,371.00 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.06 |
Spread %: |
26.09% |
Delta: |
-0.15 |
Theta: |
-0.23 |
Omega: |
-13.74 |
Rho: |
-1.75 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
+34.83% |
3 Months |
|
|
-51.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.181 |
1M High / 1M Low: |
0.390 |
0.178 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.264 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |