BVT Put 300 33L 20.12.2024
/ DE000VD21L28
BVT Put 300 33L 20.12.2024/ DE000VD21L28 /
| 11/8/2024 9:00:43 AM |
Chg.-0.05 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-3.50% |
-
Bid Size: - |
-
Ask Size: - |
LULULEMON ATHLETICA ... |
300.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD21L2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
LULULEMON ATHLETICA INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.32 |
| Parity: |
1.21 |
| Time value: |
0.40 |
| Break-even: |
283.90 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.90% |
| Delta: |
-0.66 |
| Theta: |
-0.09 |
| Omega: |
-11.87 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.21% |
| 1 Month |
|
|
-59.65% |
| 3 Months |
|
|
-77.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.36 |
| 1M High / 1M Low: |
3.49 |
1.36 |
| 6M High / 6M Low: |
6.94 |
1.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.96% |
| Volatility 6M: |
|
153.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
