BVT Put 210 LULU 20.12.2024
/ DE000VD6RGM2
BVT Put 210 LULU 20.12.2024/ DE000VD6RGM2 /
9/6/2024 8:58:00 AM |
Chg.0.000 |
Bid4:47:06 PM |
Ask4:47:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
0.00% |
0.720 Bid Size: 19,000 |
0.740 Ask Size: 19,000 |
Lululemon Athletica ... |
210.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
VD6RGM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
210.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.31 |
Parity: |
-3.93 |
Time value: |
0.72 |
Break-even: |
181.80 |
Moneyness: |
0.83 |
Premium: |
0.20 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.02 |
Spread %: |
2.86% |
Delta: |
-0.19 |
Theta: |
-0.07 |
Omega: |
-5.99 |
Rho: |
-0.14 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.90% |
1 Month |
|
|
-58.33% |
3 Months |
|
|
+204.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.610 |
1M High / 1M Low: |
1.680 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.646 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.009 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |