BVT Put 310 LULU 20.09.2024
/ DE000VM3MJR2
BVT Put 310 LULU 20.09.2024/ DE000VM3MJR2 /
14/08/2024 19:44:17 |
Chg.+0.030 |
Bid21:59:38 |
Ask21:59:38 |
Underlying |
Strike price |
Expiration date |
Option type |
6.240EUR |
+0.48% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
310.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM3MJR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
310.00 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: |
-3.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.19 |
Intrinsic value: |
6.19 |
Implied volatility: |
0.58 |
Historic volatility: |
0.31 |
Parity: |
6.19 |
Time value: |
0.09 |
Break-even: |
219.12 |
Moneyness: |
1.28 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.32% |
Delta: |
-0.89 |
Theta: |
-0.08 |
Omega: |
-3.13 |
Rho: |
-0.26 |
Quote data
Open: |
6.200 |
High: |
6.240 |
Low: |
6.140 |
Previous Close: |
6.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.02% |
1 Month |
|
|
+131.97% |
3 Months |
|
|
+345.71% |
YTD |
|
|
+1286.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.640 |
6.210 |
1M High / 1M Low: |
6.970 |
2.760 |
6M High / 6M Low: |
6.970 |
0.430 |
High (YTD): |
05/08/2024 |
6.970 |
Low (YTD): |
21/03/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.430 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.51% |
Volatility 6M: |
|
207.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |