BVT Put 300 LULU 20.09.2024
/ DE000VM3MJL5
BVT Put 300 LULU 20.09.2024/ DE000VM3MJL5 /
| 03/09/2024 08:56:50 |
Chg.-0.06 |
Bid20:59:52 |
Ask20:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.84EUR |
-1.54% |
3.69
Bid Size: 10,000 |
3.71
Ask Size: 10,000 |
Lululemon Athletica ... |
300.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.31 |
| Parity: |
3.66 |
| Time value: |
0.20 |
| Break-even: |
232.47 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
2.39% |
| Delta: |
-0.84 |
| Theta: |
-0.20 |
| Omega: |
-5.12 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.84 |
| High: |
3.84 |
| Low: |
3.84 |
| Previous Close: |
3.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.14% |
| 1 Month |
|
|
-27.82% |
| 3 Months |
|
|
+94.92% |
| YTD |
|
|
+910.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.00 |
| 1M High / 1M Low: |
6.35 |
3.00 |
| 6M High / 6M Low: |
6.35 |
0.41 |
| High (YTD): |
05/08/2024 |
6.35 |
| Low (YTD): |
22/01/2024 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.70% |
| Volatility 6M: |
|
224.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
