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BVT Put 300 LULU 20.09.2024/  DE000VM3MJL5  /

Frankfurt Zert./VONT
2024-07-30  8:03:00 PM Chg.+0.310 Bid8:59:02 PM Ask8:59:02 PM Underlying Strike price Expiration date Option type
4.550EUR +7.31% 4.570
Bid Size: 12,000		 4.590
Ask Size: 12,000		 Lululemon Athletica ... 300.00 USD 2024-09-20 Put
 

Master data

WKN: VM3MJL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 300.00 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: -5.63
Leverage: Yes

Calculated values

Fair value: 3.80
Intrinsic value: 3.79
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 3.79
Time value: 0.46
Break-even: 234.78
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.47%
Delta: -0.75
Theta: -0.11
Omega: -4.22
Rho: -0.32
 

Quote data

Open: 4.200
High: 4.550
Low: 4.200
Previous Close: 4.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+79.84%
1 Month  
+144.62%
3 Months  
+373.96%
YTD  
+1097.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.960 2.530
1M High / 1M Low: 4.960 1.710
6M High / 6M Low: 4.960 0.370
High (YTD): 2024-07-25 4.960
Low (YTD): 2024-03-21 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   3.922
Avg. volume 1W:   0.000
Avg. price 1M:   2.598
Avg. volume 1M:   0.000
Avg. price 6M:   1.327
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.62%
Volatility 6M:   213.41%
Volatility 1Y:   -
Volatility 3Y:   -