BVT Put 2900 AZO 20.12.2024
/ DE000VD21HF5
BVT Put 2900 AZO 20.12.2024/ DE000VD21HF5 /
2024-08-01 1:56:24 PM |
Chg.-0.010 |
Bid3:50:34 PM |
Ask3:50:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-1.19% |
0.780 Bid Size: 22,000 |
0.840 Ask Size: 22,000 |
AutoZone Inc |
2,900.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD21HF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2,900.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-28 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-32.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.15 |
Historic volatility: |
0.19 |
Parity: |
0.05 |
Time value: |
0.85 |
Break-even: |
2,810.00 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
7.14% |
Delta: |
-0.43 |
Theta: |
-0.24 |
Omega: |
-13.80 |
Rho: |
-5.15 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.830 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.55% |
1 Month |
|
|
-51.74% |
3 Months |
|
|
-49.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.840 |
1M High / 1M Low: |
1.850 |
0.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.389 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |