BVT Put 290 LULU 20.09.2024
/ DE000VM3MJK7
BVT Put 290 LULU 20.09.2024/ DE000VM3MJK7 /
| 2024-07-30 8:54:37 AM |
Chg.-0.25 |
Bid8:23:22 PM |
Ask8:23:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.53EUR |
-6.61% |
3.76
Bid Size: 13,000 |
3.78
Ask Size: 13,000 |
Lululemon Athletica ... |
290.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.86 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
2.86 |
| Time value: |
0.67 |
| Break-even: |
232.74 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
-0.69 |
| Theta: |
-0.13 |
| Omega: |
-4.67 |
| Rho: |
-0.29 |
Quote data
| Open: |
3.53 |
| High: |
3.53 |
| Low: |
3.53 |
| Previous Close: |
3.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.53% |
| 1 Month |
|
|
+175.78% |
| 3 Months |
|
|
+370.67% |
| YTD |
|
|
+1003.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
2.07 |
| 1M High / 1M Low: |
4.27 |
1.33 |
| 6M High / 6M Low: |
4.27 |
0.33 |
| High (YTD): |
2024-07-26 |
4.27 |
| Low (YTD): |
2024-01-22 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.68% |
| Volatility 6M: |
|
215.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
