BVT Put 2900 AZO 20.12.2024
/ DE000VD21HF5
BVT Put 2900 AZO 20.12.2024/ DE000VD21HF5 /
10/10/2024 7:57:08 PM |
Chg.+0.080 |
Bid9:45:53 PM |
Ask9:45:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+13.79% |
0.660 Bid Size: 23,000 |
0.690 Ask Size: 23,000 |
AutoZone Inc |
2,900.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/28/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-47.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.11 |
Historic volatility: |
0.19 |
Parity: |
0.25 |
Time value: |
0.35 |
Break-even: |
2,840.00 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
5.26% |
Delta: |
-0.51 |
Theta: |
-0.26 |
Omega: |
-24.32 |
Rho: |
-2.96 |
Quote data
Open: |
0.580 |
High: |
0.660 |
Low: |
0.560 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.59% |
1 Month |
|
|
-20.48% |
3 Months |
|
|
-60.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.580 |
1M High / 1M Low: |
0.930 |
0.480 |
6M High / 6M Low: |
2.180 |
0.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.264 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
189.80% |
Volatility 6M: |
|
149.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |