BVT Put 2800 AZO 20.09.2024
/ DE000VM8Z0K7
BVT Put 2800 AZO 20.09.2024/ DE000VM8Z0K7 /
| 7/26/2024 8:57:24 AM |
Chg.-0.220 |
Bid8:44:39 PM |
Ask8:44:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-43.14% |
0.200
Bid Size: 22,000 |
0.260
Ask Size: 22,000 |
AutoZone Inc |
2,800.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM8Z0K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,800.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/24/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-77.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-2.13 |
| Time value: |
0.36 |
| Break-even: |
2,544.31 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.06 |
| Spread %: |
20.00% |
| Delta: |
-0.20 |
| Theta: |
-0.70 |
| Omega: |
-15.64 |
| Rho: |
-0.92 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.12% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-68.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
0.910 |
0.410 |
| 6M High / 6M Low: |
2.090 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.959 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
404.35% |
| Volatility 6M: |
|
229.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
