BVT Put 170 33L 21.03.2025
/ DE000VC0XNU3
BVT Put 170 33L 21.03.2025/ DE000VC0XNU3 /
09/10/2024 09:00:20 |
Chg.+0.030 |
Bid20:18:09 |
Ask20:18:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+13.04% |
0.260 Bid Size: 17,000 |
0.280 Ask Size: 17,000 |
LULULEMON ATHLETICA ... |
170.00 - |
21/03/2025 |
Put |
Master data
WKN: |
VC0XNU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LULULEMON ATHLETICA INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
170.00 - |
Maturity: |
21/03/2025 |
Issue date: |
29/07/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-90.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.32 |
Parity: |
-8.20 |
Time value: |
0.28 |
Break-even: |
167.20 |
Moneyness: |
0.67 |
Premium: |
0.34 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.02 |
Spread %: |
7.69% |
Delta: |
-0.07 |
Theta: |
-0.03 |
Omega: |
-6.38 |
Rho: |
-0.09 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
-35.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.230 |
1M High / 1M Low: |
0.450 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |