BVT Put 270 LULU 20.09.2024
/ DE000VM3MJX0
BVT Put 270 LULU 20.09.2024/ DE000VM3MJX0 /
| 2024-07-05 7:53:02 PM |
Chg.+0.050 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+6.58% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
270.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MJX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-2.60 |
| Time value: |
0.83 |
| Break-even: |
240.79 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
-0.25 |
| Theta: |
-0.10 |
| Omega: |
-8.30 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.740 |
| High: |
0.810 |
| Low: |
0.740 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.71% |
| 1 Month |
|
|
+62.00% |
| 3 Months |
|
|
+44.64% |
| YTD |
|
|
+268.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.740 |
| 1M High / 1M Low: |
0.850 |
0.530 |
| 6M High / 6M Low: |
1.490 |
0.210 |
| High (YTD): |
2024-05-28 |
1.490 |
| Low (YTD): |
2024-01-24 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.76% |
| Volatility 6M: |
|
202.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
