BVT Call 290 LULU 20.12.2024
/ DE000VD60WF2
BVT Call 290 LULU 20.12.2024/ DE000VD60WF2 /
| 08/11/2024 08:44:20 |
Chg.+0.14 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.56EUR |
+4.09% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
290.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD60WF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
1.73 |
| Time value: |
1.37 |
| Break-even: |
301.58 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
0.98% |
| Delta: |
0.67 |
| Theta: |
-0.25 |
| Omega: |
6.24 |
| Rho: |
0.18 |
Quote data
| Open: |
3.56 |
| High: |
3.56 |
| Low: |
3.56 |
| Previous Close: |
3.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.45% |
| 1 Month |
|
|
+104.60% |
| 3 Months |
|
|
+165.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.42 |
| 1M High / 1M Low: |
4.12 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
