BVT Put 2500 AZO 20.09.2024
/ DE000VM7SRK8
BVT Put 2500 AZO 20.09.2024/ DE000VM7SRK8 /
| 12/07/2024 13:52:54 |
Chg.-0.002 |
Bid16:51:17 |
Ask16:51:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
-1.82% |
0.067
Bid Size: 23,000 |
0.121
Ask Size: 23,000 |
AutoZone Inc |
2,500.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7SRK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,500.00 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: |
-162.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-3.51 |
| Time value: |
0.16 |
| Break-even: |
2,282.76 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.05 |
| Spread %: |
49.54% |
| Delta: |
-0.10 |
| Theta: |
-0.38 |
| Omega: |
-16.35 |
| Rho: |
-0.54 |
Quote data
| Open: |
0.105 |
| High: |
0.108 |
| Low: |
0.105 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.62% |
| 1 Month |
|
|
-43.46% |
| 3 Months |
|
|
-71.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.110 |
| 1M High / 1M Low: |
0.191 |
0.029 |
| 6M High / 6M Low: |
1.330 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
684.73% |
| Volatility 6M: |
|
314.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
