BVT Put 230 LULU 20.09.2024
/ DE000VD6RGK6
BVT Put 230 LULU 20.09.2024/ DE000VD6RGK6 /
2024-09-06 2:01:36 PM |
Chg.+0.009 |
Bid3:03:32 PM |
Ask3:03:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.135EUR |
+7.14% |
0.090 Bid Size: 1,000 |
0.108 Ask Size: 1,000 |
Lululemon Athletica ... |
230.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VD6RGK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-24 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-131.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.31 |
Parity: |
-2.13 |
Time value: |
0.17 |
Break-even: |
205.27 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
11.29 |
Spread abs.: |
0.02 |
Spread %: |
11.61% |
Delta: |
-0.14 |
Theta: |
-0.18 |
Omega: |
-19.01 |
Rho: |
-0.01 |
Quote data
Open: |
0.152 |
High: |
0.152 |
Low: |
0.135 |
Previous Close: |
0.126 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.68% |
1 Month |
|
|
-90.07% |
3 Months |
|
|
-5.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.164 |
0.111 |
1M High / 1M Low: |
1.420 |
0.111 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.694 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
375.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |