BVT Call 400 LULU 17.01.2025/  DE000VG0UZC7  /

Frankfurt Zert./VONT
2024-12-20  7:40:58 PM Chg.+0.150 Bid9:59:11 PM Ask9:59:11 PM Underlying Strike price Expiration date Option type
0.940EUR +18.99% -
Bid Size: -
-
Ask Size: -
Lululemon Athletica ... 400.00 USD 2025-01-17 Call
 

Master data

WKN: VG0UZC
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-12
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.42
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.37
Parity: -1.97
Time value: 0.90
Break-even: 392.55
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 1.79
Spread abs.: 0.03
Spread %: 3.45%
Delta: 0.35
Theta: -0.29
Omega: 14.03
Rho: 0.09
 

Quote data

Open: 0.700
High: 0.940
Low: 0.620
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.26%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 0.790
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.068
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -