BVT Put 260 LULU 20.09.2024
/ DE000VM3MJY8
BVT Put 260 LULU 20.09.2024/ DE000VM3MJY8 /
9/17/2024 7:45:51 PM |
Chg.-0.120 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-31.58% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
260.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
VM3MJY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/9/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-68.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.31 |
Parity: |
-0.48 |
Time value: |
0.35 |
Break-even: |
230.12 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
62.15 |
Spread abs.: |
0.02 |
Spread %: |
6.06% |
Delta: |
-0.35 |
Theta: |
-0.87 |
Omega: |
-24.11 |
Rho: |
-0.01 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.225 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-81.69% |
1 Month |
|
|
-84.62% |
3 Months |
|
|
-40.91% |
YTD |
|
|
+39.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
0.230 |
1M High / 1M Low: |
1.690 |
0.230 |
6M High / 6M Low: |
3.170 |
0.176 |
High (YTD): |
8/5/2024 |
3.170 |
Low (YTD): |
1/24/2024 |
0.174 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.907 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
453.59% |
Volatility 6M: |
|
311.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |