BVT Put 3100 AZO 20.09.2024
/ DE000VD19R75
BVT Put 3100 AZO 20.09.2024/ DE000VD19R75 /
26/07/2024 15:41:41 |
Chg.-0.97 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
-48.02% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VD19R7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,100.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
15/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.09 |
Time value: |
0.96 |
Break-even: |
2,750.63 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.04 |
Spread %: |
3.96% |
Delta: |
-0.47 |
Theta: |
-0.84 |
Omega: |
-12.78 |
Rho: |
-2.18 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.05 |
Previous Close: |
2.02 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.43% |
1 Month |
|
|
-45.03% |
3 Months |
|
|
-52.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.07 |
1.05 |
1M High / 1M Low: |
2.72 |
1.05 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
327.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |