BVT Put 270 33L 20.12.2024
/ DE000VD3PAF0
BVT Put 270 33L 20.12.2024/ DE000VD3PAF0 /
| 18/10/2024 08:34:59 |
Chg.+0.26 |
Bid12:44:07 |
Ask12:44:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
+21.31% |
1.48
Bid Size: 5,000 |
1.53
Ask Size: 5,000 |
LULULEMON ATHLETICA ... |
270.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.31 |
| Parity: |
0.80 |
| Time value: |
0.73 |
| Break-even: |
254.70 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
-0.57 |
| Theta: |
-0.08 |
| Omega: |
-9.69 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.92% |
| 1 Month |
|
|
-29.19% |
| 3 Months |
|
|
-12.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.22 |
| 1M High / 1M Low: |
2.47 |
1.22 |
| 6M High / 6M Low: |
4.79 |
0.89 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.78% |
| Volatility 6M: |
|
165.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
