BVT Put 300 ULTA 20.12.2024
/ DE000VD5J043
BVT Put 300 ULTA 20.12.2024/ DE000VD5J043 /
| 12/08/2024 08:51:58 |
Chg.+0.05 |
Bid13:41:04 |
Ask13:41:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+2.45% |
2.08
Bid Size: 11,000 |
2.12
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: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.76% |
| 1 Month |
|
|
+344.68% |
| 3 Months |
|
|
+127.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.79 |
| 1M High / 1M Low: |
2.23 |
0.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
