BVT Call 440 ULTA 20.12.2024
/ DE000VD32356
BVT Call 440 ULTA 20.12.2024/ DE000VD32356 /
| 2024-10-17 8:58:51 AM |
Chg.-0.030 |
Bid9:48:41 AM |
Ask9:48:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-4.76% |
0.610
Bid Size: 8,000 |
0.650
Ask Size: 8,000 |
Ulta Beauty Inc |
440.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3235 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-6.15 |
| Time value: |
0.62 |
| Break-even: |
411.40 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.20 |
| Theta: |
-0.14 |
| Omega: |
11.20 |
| Rho: |
0.11 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-48.28% |
| 3 Months |
|
|
-72.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.490 |
| 1M High / 1M Low: |
1.710 |
0.490 |
| 6M High / 6M Low: |
4.450 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.828 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.03% |
| Volatility 6M: |
|
334.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
