BVT Put 3200 AZO 17.01.2025
/ DE000VD2EB97
BVT Put 3200 AZO 17.01.2025/ DE000VD2EB97 /
| 26/07/2024 10:24:35 |
Chg.+0.040 |
Bid12:51:04 |
Ask12:51:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
+1.63% |
2.450
Bid Size: 4,000 |
2.640
Ask Size: 4,000 |
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: |
-10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
1.56 |
| Time value: |
1.02 |
| Break-even: |
2,690.93 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.38% |
| Delta: |
-0.55 |
| Theta: |
-0.38 |
| Omega: |
-5.93 |
| Rho: |
-8.57 |
Quote data
| Open: |
2.490 |
| High: |
2.490 |
| Low: |
2.490 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.94% |
| 1 Month |
|
|
-17.82% |
| 3 Months |
|
|
-21.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.450 |
| 1M High / 1M Low: |
3.870 |
2.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
