BVT Put 3400 AZO 21.03.2025/  DE000VG00836  /

Frankfurt Zert./VONT
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     -
1 Month     -
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3 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:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -