BVT Put 3200 AZO 20.12.2024
/ DE000VD23BL2
BVT Put 3200 AZO 20.12.2024/ DE000VD23BL2 /
| 2024-07-25 10:28:38 AM |
Chg.+0.140 |
Bid11:30:05 AM |
Ask11:30:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
+4.65% |
3.090
Bid Size: 4,000 |
3.320
Ask Size: 4,000 |
AutoZone Inc |
3,200.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD23BL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,200.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.86 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
4.86 |
| Time value: |
-1.88 |
| Break-even: |
2,902.00 |
| Moneyness: |
1.18 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
2.05% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.150 |
| High: |
3.150 |
| Low: |
3.150 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+8.25% |
| 3 Months |
|
|
-2.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.010 |
2.760 |
| 1M High / 1M Low: |
3.830 |
2.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
