BVT Put 280 LULU 20.09.2024
/ DE000VM3MJS0
BVT Put 280 LULU 20.09.2024/ DE000VM3MJS0 /
16/08/2024 08:55:45 |
Chg.-1.00 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
2.79EUR |
-26.39% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
280.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.30 |
Intrinsic value: |
2.14 |
Implied volatility: |
0.58 |
Historic volatility: |
0.31 |
Parity: |
2.14 |
Time value: |
0.82 |
Break-even: |
225.58 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.02 |
Spread %: |
0.68% |
Delta: |
-0.65 |
Theta: |
-0.21 |
Omega: |
-5.11 |
Rho: |
-0.17 |
Quote data
Open: |
2.79 |
High: |
2.79 |
Low: |
2.79 |
Previous Close: |
3.79 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.19% |
1 Month |
|
|
+76.58% |
3 Months |
|
|
+240.24% |
YTD |
|
|
+933.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.13 |
3.79 |
1M High / 1M Low: |
4.76 |
1.24 |
6M High / 6M Low: |
4.76 |
0.28 |
High (YTD): |
05/08/2024 |
4.76 |
Low (YTD): |
23/01/2024 |
0.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
300.47% |
Volatility 6M: |
|
230.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |