BVT Put 260 LULU 20.09.2024
/ DE000VM3MJY8
BVT Put 260 LULU 20.09.2024/ DE000VM3MJY8 /
14/08/2024 19:44:36 |
Chg.0.000 |
Bid09:31:00 |
Ask09:31:00 |
Underlying |
Strike price |
Expiration date |
Option type |
2.470EUR |
0.00% |
2.520 Bid Size: 4,000 |
2.590 Ask Size: 4,000 |
Lululemon Athletica ... |
260.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.64 |
Implied volatility: |
0.56 |
Historic volatility: |
0.31 |
Parity: |
1.64 |
Time value: |
0.88 |
Break-even: |
211.25 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.02 |
Spread %: |
0.80% |
Delta: |
-0.61 |
Theta: |
-0.19 |
Omega: |
-5.37 |
Rho: |
-0.16 |
Quote data
Open: |
2.450 |
High: |
2.480 |
Low: |
2.420 |
Previous Close: |
2.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.44% |
1 Month |
|
|
+168.48% |
3 Months |
|
|
+384.31% |
YTD |
|
|
+1227.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.670 |
2.470 |
1M High / 1M Low: |
3.170 |
0.750 |
6M High / 6M Low: |
3.170 |
0.176 |
High (YTD): |
05/08/2024 |
3.170 |
Low (YTD): |
24/01/2024 |
0.174 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.582 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.926 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.748 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
385.39% |
Volatility 6M: |
|
267.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |