BVT Call 330 LULU 17.01.2025
/ DE000VC9WW87
BVT Call 330 LULU 17.01.2025/ DE000VC9WW87 /
| 2024-12-20 7:41:15 PM |
Chg.+0.720 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.240EUR |
+15.93% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
330.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VC9WW8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-02 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
4.74 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
4.74 |
| Time value: |
0.40 |
| Break-even: |
367.83 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
0.87 |
| Theta: |
-0.21 |
| Omega: |
6.16 |
| Rho: |
0.20 |
Quote data
| Open: |
4.150 |
| High: |
5.240 |
| Low: |
3.900 |
| Previous Close: |
4.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.110 |
4.520 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
