BVT Call 380 ULTA 20.09.2024
/ DE000VD6N571
BVT Call 380 ULTA 20.09.2024/ DE000VD6N571 /
| 2024-08-12 8:52:35 AM |
Chg.-0.130 |
Bid1:00:15 PM |
Ask1:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-20.00% |
0.510
Bid Size: 7,000 |
0.550
Ask Size: 7,000 |
Ulta Beauty Inc |
380.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD6N57 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.27 |
| Parity: |
-5.30 |
| Time value: |
0.54 |
| Break-even: |
353.61 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
4.41 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.20 |
| Theta: |
-0.19 |
| Omega: |
11.06 |
| Rho: |
0.06 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.76% |
| 1 Month |
|
|
-85.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.590 |
| 1M High / 1M Low: |
4.450 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
