BVT Call 320 LULU 20.09.2024
/ DE000VD6N472
BVT Call 320 LULU 20.09.2024/ DE000VD6N472 /
| 2024-07-30 8:03:03 PM |
Chg.-0.050 |
Bid8:46:33 PM |
Ask8:46:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-12.82% |
0.330
Bid Size: 18,000 |
0.350
Ask Size: 18,000 |
Lululemon Athletica ... |
320.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD6N47 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
-5.64 |
| Time value: |
0.41 |
| Break-even: |
299.87 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
3.86 |
| Spread abs.: |
0.02 |
| Spread %: |
5.13% |
| Delta: |
0.17 |
| Theta: |
-0.12 |
| Omega: |
10.20 |
| Rho: |
0.05 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.80% |
| 1 Month |
|
|
-73.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.320 |
| 1M High / 1M Low: |
1.350 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
