BVT Call 320 ULTA 20.12.2024
/ DE000VC10B08
BVT Call 320 ULTA 20.12.2024/ DE000VC10B08 /
| 9/16/2024 7:55:16 PM |
Chg.+1.070 |
Bid9:36:14 PM |
Ask9:36:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.480EUR |
+16.69% |
7.420
Bid Size: 21,000 |
7.440
Ask Size: 21,000 |
Ulta Beauty Inc |
320.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VC10B0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/13/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.78 |
| Intrinsic value: |
5.26 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
5.26 |
| Time value: |
1.25 |
| Break-even: |
353.72 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.80 |
| Theta: |
-0.14 |
| Omega: |
4.22 |
| Rho: |
0.55 |
Quote data
| Open: |
6.550 |
| High: |
7.480 |
| Low: |
6.470 |
| Previous Close: |
6.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+4.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.820 |
6.000 |
| 1M High / 1M Low: |
7.290 |
4.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
