BVT Call 420 ULTA 20.12.2024
/ DE000VD4DGY2
BVT Call 420 ULTA 20.12.2024/ DE000VD4DGY2 /
| 12/08/2024 17:07:35 |
Chg.-0.080 |
Bid19:02:55 |
Ask19:02:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-10.00% |
0.690
Bid Size: 44,000 |
0.710
Ask Size: 44,000 |
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: |
38.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-8.96 |
| Time value: |
0.76 |
| Break-even: |
392.47 |
| Moneyness: |
0.77 |
| Premium: |
0.33 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.20 |
| Theta: |
-0.09 |
| Omega: |
7.76 |
| Rho: |
0.18 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.720 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
-79.25% |
| 3 Months |
|
|
-81.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.800 |
| 1M High / 1M Low: |
3.470 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
