BVT Put 290 LULU 20.09.2024
/ DE000VM3MJK7
BVT Put 290 LULU 20.09.2024/ DE000VM3MJK7 /
14/08/2024 20:04:22 |
Chg.+0.070 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
4.630EUR |
+1.54% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
290.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM3MJK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
290.00 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: |
-4.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.37 |
Intrinsic value: |
4.37 |
Implied volatility: |
0.56 |
Historic volatility: |
0.31 |
Parity: |
4.37 |
Time value: |
0.26 |
Break-even: |
217.43 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
0.43% |
Delta: |
-0.82 |
Theta: |
-0.12 |
Omega: |
-3.89 |
Rho: |
-0.23 |
Quote data
Open: |
4.550 |
High: |
4.630 |
Low: |
4.480 |
Previous Close: |
4.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.92% |
1 Month |
|
|
+180.61% |
3 Months |
|
|
+382.29% |
YTD |
|
|
+1346.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.140 |
4.560 |
1M High / 1M Low: |
5.480 |
1.710 |
6M High / 6M Low: |
5.480 |
0.310 |
High (YTD): |
05/08/2024 |
5.480 |
Low (YTD): |
21/03/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.812 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.602 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.443 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
280.54% |
Volatility 6M: |
|
221.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |