BVT Put 2900 AZO 20.09.2024
/ DE000VD046L1
BVT Put 2900 AZO 20.09.2024/ DE000VD046L1 /
| 2024-07-25 1:54:56 PM |
Chg.+0.050 |
Bid2:32:37 PM |
Ask2:32:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+5.75% |
0.870
Bid Size: 5,000 |
0.930
Ask Size: 5,000 |
AutoZone Inc |
2,900.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD046L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,900.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
1.86 |
| Time value: |
-0.96 |
| Break-even: |
2,810.00 |
| Moneyness: |
1.07 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
7.14% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.920 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
+12.20% |
| 3 Months |
|
|
-29.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.730 |
| 1M High / 1M Low: |
1.420 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
