BVT Put 3200 AZO 17.01.2025
/ DE000VD2EB97
BVT Put 3200 AZO 17.01.2025/ DE000VD2EB97 /
30/08/2024 19:56:54 |
Chg.+0.220 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
1.740EUR |
+14.47% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,200.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
19/03/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.04 |
Time value: |
1.61 |
Break-even: |
2,727.05 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
1.90% |
Delta: |
-0.43 |
Theta: |
-0.51 |
Omega: |
-7.73 |
Rho: |
-5.39 |
Quote data
Open: |
1.570 |
High: |
1.740 |
Low: |
1.570 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.38% |
1 Month |
|
|
-12.12% |
3 Months |
|
|
-59.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.750 |
1.520 |
1M High / 1M Low: |
2.230 |
1.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.839 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |