BVT Call 420 ULTA 20.09.2024
/ DE000VD4DF19
BVT Call 420 ULTA 20.09.2024/ DE000VD4DF19 /
| 2024-07-12 7:55:19 PM |
Chg.+0.410 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
+25.79% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
420.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD4DF1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-0.65 |
| Time value: |
2.12 |
| Break-even: |
406.29 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.50 |
| Theta: |
-0.18 |
| Omega: |
9.00 |
| Rho: |
0.32 |
Quote data
| Open: |
1.590 |
| High: |
2.000 |
| Low: |
1.590 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.18% |
| 1 Month |
|
|
+39.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.380 |
| 1M High / 1M Low: |
2.000 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
