BVT Put 2600 AZO 20.12.2024
/ DE000VD21HK5
BVT Put 2600 AZO 20.12.2024/ DE000VD21HK5 /
| 06/11/2024 08:41:28 |
Chg.-0.042 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.129EUR |
-24.56% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,600.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD21HK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,600.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-144.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-1.98 |
| Time value: |
0.19 |
| Break-even: |
2,580.60 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.03 |
| Spread %: |
17.58% |
| Delta: |
-0.16 |
| Theta: |
-0.58 |
| Omega: |
-22.83 |
| Rho: |
-0.56 |
Quote data
| Open: |
0.129 |
| High: |
0.129 |
| Low: |
0.129 |
| Previous Close: |
0.171 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.13% |
| 1 Month |
|
|
-41.36% |
| 3 Months |
|
|
-69.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.152 |
| 1M High / 1M Low: |
0.240 |
0.088 |
| 6M High / 6M Low: |
1.050 |
0.088 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.438 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.15% |
| Volatility 6M: |
|
212.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
