BVT Call 360 ULTA 20.12.2024
/ DE000VC10B24
BVT Call 360 ULTA 20.12.2024/ DE000VC10B24 /
| 13/09/2024 19:54:37 |
Chg.+0.230 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.780EUR |
+6.48% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
360.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VC10B2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
1.66 |
| Time value: |
2.21 |
| Break-even: |
363.72 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.65 |
| Theta: |
-0.15 |
| Omega: |
5.73 |
| Rho: |
0.49 |
Quote data
| Open: |
3.600 |
| High: |
3.890 |
| Low: |
3.600 |
| Previous Close: |
3.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.17% |
| 1 Month |
|
|
-8.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.180 |
3.470 |
| 1M High / 1M Low: |
4.800 |
2.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
