BVT Put 240 33L 20.12.2024
/ DE000VD36BJ8
BVT Put 240 33L 20.12.2024/ DE000VD36BJ8 /
9/6/2024 1:52:45 PM |
Chg.+0.040 |
Bid3:20:01 PM |
Ask3:20:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.490EUR |
+2.76% |
1.350 Bid Size: 800 |
1.380 Ask Size: 800 |
LULULEMON ATHLETICA ... |
240.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD36BJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LULULEMON ATHLETICA INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
240.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/16/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.20 |
Historic volatility: |
0.31 |
Parity: |
1.17 |
Time value: |
0.37 |
Break-even: |
224.60 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
-0.62 |
Theta: |
-0.03 |
Omega: |
-9.22 |
Rho: |
-0.45 |
Quote data
Open: |
1.530 |
High: |
1.530 |
Low: |
1.490 |
Previous Close: |
1.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.97% |
1 Month |
|
|
-42.91% |
3 Months |
|
|
+136.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.330 |
1M High / 1M Low: |
2.670 |
1.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.839 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |