BVT Call 380 ULTA 20.09.2024
/ DE000VD6N571
BVT Call 380 ULTA 20.09.2024/ DE000VD6N571 /
| 12/07/2024 08:52:01 |
Chg.+0.29 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.56EUR |
+8.87% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
380.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
3.02 |
| Time value: |
1.39 |
| Break-even: |
392.52 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.73 |
| Theta: |
-0.18 |
| Omega: |
6.28 |
| Rho: |
0.44 |
Quote data
| Open: |
3.56 |
| High: |
3.56 |
| Low: |
3.56 |
| Previous Close: |
3.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.67% |
| 1 Month |
|
|
-1.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.56 |
2.89 |
| 1M High / 1M Low: |
3.60 |
2.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
