BVT Put 2700 AZO 20.12.2024
/ DE000VD23BB3
BVT Put 2700 AZO 20.12.2024/ DE000VD23BB3 /
| 2024-08-01 1:56:30 PM |
Chg.0.000 |
Bid4:48:51 PM |
Ask4:48:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
0.400
Bid Size: 22,000 |
0.460
Ask Size: 22,000 |
AutoZone Inc |
2,700.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.95 |
| Time value: |
0.49 |
| Break-even: |
2,651.00 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
13.95% |
| Delta: |
-0.23 |
| Theta: |
-0.31 |
| Omega: |
-13.39 |
| Rho: |
-2.72 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.65% |
| 1 Month |
|
|
-56.12% |
| 3 Months |
|
|
-58.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.430 |
| 1M High / 1M Low: |
1.050 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
