BVT Call 320 ULTA 20.12.2024
/ DE000VC10B08
BVT Call 320 ULTA 20.12.2024/ DE000VC10B08 /
| 13/09/2024 19:56:42 |
Chg.+0.290 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.410EUR |
+4.74% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
320.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
13/08/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
5.27 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
5.27 |
| Time value: |
1.24 |
| Break-even: |
354.01 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
4.23 |
| Rho: |
0.56 |
Quote data
| Open: |
6.190 |
| High: |
6.510 |
| Low: |
6.190 |
| Previous Close: |
6.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-0.93% |
| 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: |
|
6.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
