BVT Put 3200 AZO 20.12.2024
/ DE000VD23BL2
BVT Put 3200 AZO 20.12.2024/ DE000VD23BL2 /
| 15/08/2024 10:27:19 |
Chg.-0.060 |
Bid11:30:04 |
Ask11:30:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-3.75% |
1.540
Bid Size: 5,000 |
1.690
Ask Size: 5,000 |
AutoZone Inc |
3,200.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
02/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
2.97 |
| Time value: |
-1.33 |
| Break-even: |
3,036.00 |
| Moneyness: |
1.10 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
3.80% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.540 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.00% |
| 1 Month |
|
|
-44.20% |
| 3 Months |
|
|
-50.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.600 |
| 1M High / 1M Low: |
3.010 |
1.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
