BVT Put 240 33L 20.09.2024
/ DE000VD6N4Z2
BVT Put 240 33L 20.09.2024/ DE000VD6N4Z2 /
| 2024-07-30 8:03:02 PM |
Chg.+0.130 |
Bid8:08:21 PM |
Ask8:08:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+13.00% |
1.100
Bid Size: 18,000 |
1.120
Ask Size: 18,000 |
LULULEMON ATHLETICA ... |
240.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD6N4Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LULULEMON ATHLETICA INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
0.06 |
| Time value: |
0.96 |
| Break-even: |
229.80 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.47 |
| Theta: |
-0.09 |
| Omega: |
-10.99 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.990 |
| High: |
1.130 |
| Low: |
0.990 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+145.65% |
| 1 Month |
|
|
+303.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.460 |
| 1M High / 1M Low: |
1.350 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
