BVT Put 3400 AZO 21.03.2025
/ DE000VG00836
BVT Put 3400 AZO 21.03.2025/ DE000VG00836 /
2024-12-20 8:04:56 PM |
Chg.-0.140 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.260EUR |
-5.83% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,400.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
VG0083 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,400.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-12-16 |
Last trading day: |
2025-03-21 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.90 |
Intrinsic value: |
1.41 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
1.41 |
Time value: |
0.84 |
Break-even: |
3,035.17 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
1.81% |
Delta: |
-0.59 |
Theta: |
-0.69 |
Omega: |
-8.21 |
Rho: |
-5.11 |
Quote data
Open: |
2.620 |
High: |
2.630 |
Low: |
2.260 |
Previous Close: |
2.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
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- |
1 Month |
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- |
3 Months |
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YTD |
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1 Year |
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- |
3 Years |
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- |
5 Years |
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10 Years |
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- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
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- |
Avg. volume 1W: |
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Avg. price 1M: |
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Avg. volume 1M: |
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Avg. price 6M: |
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Avg. volume 6M: |
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Avg. price 1Y: |
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Avg. volume 1Y: |
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Volatility 1M: |
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Volatility 6M: |
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- |
Volatility 1Y: |
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- |
Volatility 3Y: |
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- |