BVT Put 300 ULTA 20.12.2024
/ DE000VD5J043
BVT Put 300 ULTA 20.12.2024/ DE000VD5J043 /
12/08/2024 13:52:51 |
Chg.+0.030 |
Bid13:52:51 |
Ask13:52:51 |
Underlying |
Strike price |
Expiration date |
Option type |
2.080EUR |
+1.46% |
2.080 Bid Size: 11,000 |
2.120 Ask Size: 11,000 |
Ulta Beauty Inc |
300.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD5J04 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 - |
Maturity: |
20/12/2024 |
Issue date: |
06/05/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
0.48 |
Time value: |
1.65 |
Break-even: |
278.70 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
0.95% |
Delta: |
-0.47 |
Theta: |
-0.06 |
Omega: |
-6.54 |
Rho: |
-0.57 |
Quote data
Open: |
2.090 |
High: |
2.090 |
Low: |
2.080 |
Previous Close: |
2.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.12% |
1 Month |
|
|
+420.00% |
3 Months |
|
|
+136.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.050 |
1.880 |
1M High / 1M Low: |
2.050 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
325.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |