BVT Put 270 33L 20.12.2024
/ DE000VD3PAF0
BVT Put 270 33L 20.12.2024/ DE000VD3PAF0 /
| 7/16/2024 10:21:31 AM |
Chg.-0.020 |
Bid12:48:26 PM |
Ask12:48:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-1.00% |
1.950
Bid Size: 4,000 |
2.040
Ask Size: 4,000 |
LULULEMON ATHLETICA ... |
270.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3PAF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LULULEMON ATHLETICA INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.29 |
| Parity: |
0.97 |
| Time value: |
1.03 |
| Break-even: |
250.00 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
-0.52 |
| Theta: |
-0.04 |
| Omega: |
-6.75 |
| Rho: |
-0.67 |
Quote data
| Open: |
1.980 |
| High: |
1.980 |
| Low: |
1.980 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
+35.62% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.710 |
| 1M High / 1M Low: |
2.000 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
