BVT Put 2600 AZO 20.09.2024
/ DE000VM7SRR3
BVT Put 2600 AZO 20.09.2024/ DE000VM7SRR3 /
| 2024-07-05 8:02:01 PM |
Chg.+0.030 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SRR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,600.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.98 |
| Time value: |
0.39 |
| Break-even: |
2,359.65 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.06 |
| Spread %: |
18.18% |
| Delta: |
-0.21 |
| Theta: |
-0.52 |
| Omega: |
-14.14 |
| Rho: |
-1.23 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.310 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.13% |
| 1 Month |
|
|
-5.71% |
| 3 Months |
|
|
-10.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.370 |
0.092 |
| 6M High / 6M Low: |
1.860 |
0.092 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
534.14% |
| Volatility 6M: |
|
247.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
