BVT Call 390 ULTA 20.12.2024
/ DE000VD5XJJ2
BVT Call 390 ULTA 20.12.2024/ DE000VD5XJJ2 /
| 9/13/2024 7:54:26 PM |
Chg.+0.170 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.280EUR |
+8.06% |
-
Bid Size: - |
-
Ask Size: - |
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: |
14.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
-1.05 |
| Time value: |
2.36 |
| Break-even: |
375.71 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.50 |
| Theta: |
-0.15 |
| Omega: |
7.18 |
| Rho: |
0.39 |
Quote data
| Open: |
2.150 |
| High: |
2.380 |
| Low: |
2.150 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.87% |
| 1 Month |
|
|
-17.69% |
| 3 Months |
|
|
-43.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.630 |
2.080 |
| 1M High / 1M Low: |
3.300 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
