BVT Call 380 ULTA 20.12.2024
/ DE000VD6N555
BVT Call 380 ULTA 20.12.2024/ DE000VD6N555 /
| 7/12/2024 8:05:03 PM |
Chg.+0.690 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.620EUR |
+14.00% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
380.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD6N55 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/23/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.63 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
3.02 |
| Time value: |
2.71 |
| Break-even: |
405.72 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.70 |
| Theta: |
-0.13 |
| Omega: |
4.60 |
| Rho: |
0.90 |
Quote data
| Open: |
4.910 |
| High: |
5.620 |
| Low: |
4.910 |
| Previous Close: |
4.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.75% |
| 1 Month |
|
|
+24.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.620 |
4.550 |
| 1M High / 1M Low: |
5.620 |
3.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
