BVT Put 2700 AZO 20.12.2024
/ DE000VD23BB3
BVT Put 2700 AZO 20.12.2024/ DE000VD23BB3 /
| 15/08/2024 19:54:02 |
Chg.-0.050 |
Bid21:31:11 |
Ask21:31:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-13.51% |
0.330
Bid Size: 22,000 |
0.390
Ask Size: 22,000 |
AutoZone Inc |
2,700.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD23BB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,700.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
02/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-2.03 |
| Time value: |
0.40 |
| Break-even: |
2,660.00 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.06 |
| Spread %: |
17.65% |
| Delta: |
-0.21 |
| Theta: |
-0.30 |
| Omega: |
-15.02 |
| Rho: |
-2.23 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.82% |
| 1 Month |
|
|
-52.24% |
| 3 Months |
|
|
-68.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.370 |
| 1M High / 1M Low: |
0.800 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
