BVT Call 390 ULTA 20.12.2024
/ DE000VD5XJJ2
BVT Call 390 ULTA 20.12.2024/ DE000VD5XJJ2 /
| 10/17/2024 10:21:38 AM |
Chg.+0.570 |
Bid12:57:21 PM |
Ask12:57:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+44.88% |
1.900
Bid Size: 8,000 |
2.000
Ask Size: 8,000 |
Ulta Beauty Inc |
390.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD5XJJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-1.55 |
| Time value: |
1.82 |
| Break-even: |
377.35 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.45 |
| Theta: |
-0.20 |
| Omega: |
8.44 |
| Rho: |
0.24 |
Quote data
| Open: |
1.840 |
| High: |
1.840 |
| Low: |
1.840 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.17% |
| 1 Month |
|
|
-45.24% |
| 3 Months |
|
|
-57.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.270 |
| 1M High / 1M Low: |
3.820 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
