BVT Call 420 ULTA 20.12.2024
/ DE000VD4DGY2
BVT Call 420 ULTA 20.12.2024/ DE000VD4DGY2 /
| 12/07/2024 20:07:59 |
Chg.+0.540 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.470EUR |
+18.43% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
420.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4DGY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-0.65 |
| Time value: |
3.57 |
| Break-even: |
420.79 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.55 |
| Theta: |
-0.13 |
| Omega: |
5.79 |
| Rho: |
0.75 |
Quote data
| Open: |
2.920 |
| High: |
3.470 |
| Low: |
2.920 |
| Previous Close: |
2.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.22% |
| 1 Month |
|
|
+31.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.470 |
2.590 |
| 1M High / 1M Low: |
3.470 |
2.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
