BVT Put 2600 AZO 20.12.2024
/ DE000VD21HK5
BVT Put 2600 AZO 20.12.2024/ DE000VD21HK5 /
25/07/2024 08:46:31 |
Chg.-0.020 |
Bid10:38:30 |
Ask10:38:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-3.57% |
0.590 Bid Size: 5,100 |
0.650 Ask Size: 5,100 |
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: |
-44.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
-1.14 |
Time value: |
0.61 |
Break-even: |
2,539.00 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.06 |
Spread %: |
10.91% |
Delta: |
-0.29 |
Theta: |
-0.28 |
Omega: |
-12.89 |
Rho: |
-3.44 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.73% |
1 Month |
|
|
+25.58% |
3 Months |
|
|
-32.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.440 |
1M High / 1M Low: |
0.780 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.584 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |