BVT Put 270 LULU 20.09.2024
/ DE000VM3MJX0
BVT Put 270 LULU 20.09.2024/ DE000VM3MJX0 /
| 2024-07-31 8:52:30 AM |
Chg.-0.01 |
Bid10:17:06 AM |
Ask10:17:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
-0.44% |
2.34
Bid Size: 4,000 |
2.41
Ask Size: 4,000 |
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: |
-9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
1.29 |
| Time value: |
1.14 |
| Break-even: |
225.34 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
-0.57 |
| Theta: |
-0.15 |
| Omega: |
-5.52 |
| Rho: |
-0.22 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.41% |
| 1 Month |
|
|
+213.89% |
| 3 Months |
|
|
+370.83% |
| YTD |
|
|
+927.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.88 |
1.35 |
| 1M High / 1M Low: |
2.88 |
0.75 |
| 6M High / 6M Low: |
2.88 |
0.23 |
| High (YTD): |
2024-07-26 |
2.88 |
| Low (YTD): |
2024-01-23 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.75% |
| Volatility 6M: |
|
235.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
