BVT Put 2600 AZO 17.01.2025
/ DE000VM9C619
BVT Put 2600 AZO 17.01.2025/ DE000VM9C619 /
| 2024-07-25 10:23:47 AM |
Chg.+0.010 |
Bid12:58:56 PM |
Ask12:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+1.54% |
0.640
Bid Size: 5,000 |
0.700
Ask Size: 5,000 |
AutoZone Inc |
2,600.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VM9C61 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,600.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-3.15 |
| Time value: |
0.67 |
| Break-even: |
2,331.97 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.06 |
| Spread %: |
9.84% |
| Delta: |
-0.21 |
| Theta: |
-0.36 |
| Omega: |
-8.32 |
| Rho: |
-3.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.79% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
-28.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.550 |
| 1M High / 1M Low: |
0.850 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
