BVT Put 250 33L 20.06.2025
/ DE000VD9B877
BVT Put 250 33L 20.06.2025/ DE000VD9B877 /
06/09/2024 08:51:54 |
Chg.+0.01 |
Bid17:00:23 |
Ask17:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
3.01EUR |
+0.33% |
3.09 Bid Size: 19,000 |
3.11 Ask Size: 19,000 |
LULULEMON ATHLETICA ... |
250.00 - |
20/06/2025 |
Put |
Master data
WKN: |
VD9B87 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LULULEMON ATHLETICA INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 - |
Maturity: |
20/06/2025 |
Issue date: |
05/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.35 |
Intrinsic value: |
2.17 |
Implied volatility: |
0.27 |
Historic volatility: |
0.31 |
Parity: |
2.17 |
Time value: |
0.88 |
Break-even: |
219.50 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.66% |
Delta: |
-0.56 |
Theta: |
-0.02 |
Omega: |
-4.18 |
Rho: |
-1.24 |
Quote data
Open: |
3.01 |
High: |
3.01 |
Low: |
3.01 |
Previous Close: |
3.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.50% |
1 Month |
|
|
-28.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.00 |
2.80 |
1M High / 1M Low: |
4.27 |
2.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |