BVT Put 270 LULU 20.09.2024
/ DE000VM3MJX0
BVT Put 270 LULU 20.09.2024/ DE000VM3MJX0 /
| 14/08/2024 19:54:58 |
Chg.+0.050 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.130EUR |
+1.62% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
270.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.31 |
| Parity: |
2.55 |
| Time value: |
0.61 |
| Break-even: |
213.94 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
0.64% |
| Delta: |
-0.69 |
| Theta: |
-0.17 |
| Omega: |
-4.83 |
| Rho: |
-0.19 |
Quote data
| Open: |
3.080 |
| High: |
3.170 |
| Low: |
3.050 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.83% |
| 1 Month |
|
|
+229.47% |
| 3 Months |
|
|
+404.84% |
| YTD |
|
|
+1322.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.550 |
3.080 |
| 1M High / 1M Low: |
3.870 |
0.990 |
| 6M High / 6M Low: |
3.870 |
0.212 |
| High (YTD): |
05/08/2024 |
3.870 |
| Low (YTD): |
24/01/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.93% |
| Volatility 6M: |
|
253.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
