BVT Put 2600 AZO 20.12.2024
/ DE000VD21HK5
BVT Put 2600 AZO 20.12.2024/ DE000VD21HK5 /
| 7/25/2024 8:46:31 AM |
Chg.-0.020 |
Bid7:40:32 PM |
Ask7:40:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-3.57% |
0.440
Bid Size: 23,000 |
0.500
Ask Size: 23,000 |
AutoZone Inc |
2,600.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| 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: |
|
- |
