BVT Call 320 ULTA 20.09.2024
/ DE000VC10BZ1
BVT Call 320 ULTA 20.09.2024/ DE000VC10BZ1 /
| 13/09/2024 20:03:03 |
Chg.+0.360 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.270EUR |
+7.33% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
320.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VC10BZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/08/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
5.27 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.29 |
| Parity: |
5.27 |
| Time value: |
0.15 |
| Break-even: |
343.11 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.93 |
| Theta: |
-0.49 |
| Omega: |
5.85 |
| Rho: |
0.04 |
Quote data
| Open: |
5.040 |
| High: |
5.390 |
| Low: |
5.020 |
| Previous Close: |
4.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.05% |
| 1 Month |
|
|
+1.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.670 |
4.690 |
| 1M High / 1M Low: |
6.120 |
3.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
