BVT Put 300 LULU 20.09.2024
/ DE000VM3MJL5
BVT Put 300 LULU 20.09.2024/ DE000VM3MJL5 /
2024-09-05 8:56:08 AM |
Chg.+0.12 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.07EUR |
+3.04% |
- Bid Size: - |
- Ask Size: - |
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: |
-5.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.02 |
Intrinsic value: |
4.02 |
Implied volatility: |
0.48 |
Historic volatility: |
0.31 |
Parity: |
4.02 |
Time value: |
0.01 |
Break-even: |
230.45 |
Moneyness: |
1.17 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.50% |
Delta: |
-0.94 |
Theta: |
-0.06 |
Omega: |
-5.39 |
Rho: |
-0.11 |
Quote data
Open: |
4.07 |
High: |
4.07 |
Low: |
4.07 |
Previous Close: |
3.95 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.67% |
1 Month |
|
|
-32.50% |
3 Months |
|
|
+225.60% |
YTD |
|
|
+971.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.07 |
3.00 |
1M High / 1M Low: |
6.21 |
3.00 |
6M High / 6M Low: |
6.35 |
0.41 |
High (YTD): |
2024-08-05 |
6.35 |
Low (YTD): |
2024-01-22 |
0.37 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.00% |
Volatility 6M: |
|
222.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |