BVT Put 210 33L 21.03.2025
/ DE000VD9RUY2
BVT Put 210 33L 21.03.2025/ DE000VD9RUY2 /
10/18/2024 8:56:39 AM |
Chg.+0.090 |
Bid4:04:45 PM |
Ask4:04:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+17.65% |
0.570 Bid Size: 17,000 |
0.590 Ask Size: 17,000 |
LULULEMON ATHLETICA ... |
210.00 - |
3/21/2025 |
Put |
Master data
WKN: |
VD9RUY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LULULEMON ATHLETICA INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
210.00 - |
Maturity: |
3/21/2025 |
Issue date: |
7/11/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-41.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.31 |
Parity: |
-5.20 |
Time value: |
0.63 |
Break-even: |
203.70 |
Moneyness: |
0.80 |
Premium: |
0.22 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
3.28% |
Delta: |
-0.15 |
Theta: |
-0.05 |
Omega: |
-6.40 |
Rho: |
-0.20 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-26.83% |
3 Months |
|
|
-9.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.510 |
1M High / 1M Low: |
0.940 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.768 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |