BVT Put 3200 AZO 17.01.2025
/ DE000VD2EB97
BVT Put 3200 AZO 17.01.2025/ DE000VD2EB97 /
2024-07-25 4:57:55 PM |
Chg.-0.360 |
Bid5:37:02 PM |
Ask5:37:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.700EUR |
-11.76% |
2.580 Bid Size: 18,000 |
2.640 Ask Size: 18,000 |
AutoZone Inc |
3,200.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
VD2EB9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,200.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-03-19 |
Last trading day: |
2025-01-17 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.60 |
Intrinsic value: |
2.38 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
2.38 |
Time value: |
0.66 |
Break-even: |
2,648.57 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
2.01% |
Delta: |
-0.61 |
Theta: |
-0.32 |
Omega: |
-5.49 |
Rho: |
-9.51 |
Quote data
Open: |
3.190 |
High: |
3.190 |
Low: |
2.700 |
Previous Close: |
3.060 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.47% |
1 Month |
|
|
-9.40% |
3 Months |
|
|
-17.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.830 |
1M High / 1M Low: |
3.870 |
2.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.922 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |