BVT Put 290 LULU 20.09.2024
/ DE000VM3MJK7
BVT Put 290 LULU 20.09.2024/ DE000VM3MJK7 /
| 8/14/2024 8:04:22 PM |
Chg.+0.070 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
+1.54% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
290.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| 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): |
8/5/2024 |
5.480 |
| Low (YTD): |
3/21/2024 |
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: |
|
- |
