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: |
|
- |
