BVT Put 3100 AZO 20.09.2024
/ DE000VD19R75
BVT Put 3100 AZO 20.09.2024/ DE000VD19R75 /
8/29/2024 9:47:30 AM |
Chg.-0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-11.90% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,100.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/15/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-68.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.19 |
Parity: |
-0.87 |
Time value: |
0.42 |
Break-even: |
2,744.64 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
1.07 |
Spread abs.: |
0.04 |
Spread %: |
10.53% |
Delta: |
-0.31 |
Theta: |
-1.54 |
Omega: |
-21.14 |
Rho: |
-0.56 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.63% |
1 Month |
|
|
-63.00% |
3 Months |
|
|
-87.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.380 |
1M High / 1M Low: |
1.150 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.456 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.700 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
263.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |