BVT Call 460 ULTA 20.12.2024
/ DE000VD3SJR0
BVT Call 460 ULTA 20.12.2024/ DE000VD3SJR0 /
| 2024-10-17 8:47:29 AM |
Chg.-0.030 |
Bid9:10:17 AM |
Ask9:10:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
0.370
Bid Size: 8,200 |
0.400
Ask Size: 8,200 |
Ulta Beauty Inc |
460.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3SJR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-7.99 |
| Time value: |
0.38 |
| Break-even: |
427.42 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
2.47 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.14 |
| Theta: |
-0.10 |
| Omega: |
12.35 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-52.56% |
| 3 Months |
|
|
-80.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.300 |
| 1M High / 1M Low: |
1.180 |
0.300 |
| 6M High / 6M Low: |
3.560 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.74% |
| Volatility 6M: |
|
368.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
