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: |
|
- |
