BVT Put 220 33L 20.12.2024
/ DE000VD6N456
BVT Put 220 33L 20.12.2024/ DE000VD6N456 /
| 2024-09-06 8:53:21 AM |
Chg.0.000 |
Bid1:19:57 PM |
Ask1:19:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
0.00% |
0.890
Bid Size: 5,000 |
0.920
Ask Size: 5,000 |
LULULEMON ATHLETICA ... |
220.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD6N45 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LULULEMON ATHLETICA INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
-0.83 |
| Time value: |
0.94 |
| Break-even: |
210.60 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
-0.35 |
| Theta: |
-0.06 |
| Omega: |
-8.56 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.58% |
| 1 Month |
|
|
-54.68% |
| 3 Months |
|
|
+187.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.800 |
| 1M High / 1M Low: |
2.030 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
