BVT Put 300 LULU 20.09.2024
/ DE000VM3MJL5
BVT Put 300 LULU 20.09.2024/ DE000VM3MJL5 /
2024-07-30 8:03:00 PM |
Chg.+0.310 |
Bid9:58:41 PM |
Ask9:58:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.550EUR |
+7.31% |
4.430 Bid Size: 12,000 |
4.450 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: |
|
- |