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BVT Put 280 LULU 20.09.2024/  DE000VM3MJS0  /

Frankfurt Zert./VONT
2024-07-31  10:36:13 AM Chg.-0.150 Bid10:47:05 AM Ask10:47:05 AM Underlying Strike price Expiration date Option type
2.940EUR -4.85% 2.940
Bid Size: 4,000		 3.020
Ask Size: 4,000		 Lululemon Athletica ... 280.00 USD 2024-09-20 Put
 

Master data

WKN: VM3MJS
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 280.00 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: -7.76
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 2.22
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 2.22
Time value: 0.83
Break-even: 228.38
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 0.66%
Delta: -0.64
Theta: -0.14
Omega: -4.99
Rho: -0.26
 

Quote data

Open: 2.940
High: 2.940
Low: 2.940
Previous Close: 3.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+44.12%
1 Month  
+172.22%
3 Months  
+366.67%
YTD  
+988.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.420 2.040
1M High / 1M Low: 3.420 0.980
6M High / 6M Low: 3.420 0.260
High (YTD): 2024-07-25 3.420
Low (YTD): 2024-03-21 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   2.928
Avg. volume 1W:   0.000
Avg. price 1M:   1.693
Avg. volume 1M:   0.000
Avg. price 6M:   0.881
Avg. volume 6M:   2.835
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.70%
Volatility 6M:   227.42%
Volatility 1Y:   -
Volatility 3Y:   -