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: |
|
- |
