BVT Put 310 LULU 20.09.2024
/ DE000VM3MJR2
BVT Put 310 LULU 20.09.2024/ DE000VM3MJR2 /
| 2024-07-30 8:54:37 AM |
Chg.-0.29 |
Bid11:12:32 AM |
Ask11:12:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.03EUR |
-5.45% |
4.98
Bid Size: 3,000 |
5.09
Ask Size: 3,000 |
Lululemon Athletica ... |
310.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.71 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
4.71 |
| Time value: |
0.33 |
| Break-even: |
236.13 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
-0.80 |
| Theta: |
-0.10 |
| Omega: |
-3.78 |
| Rho: |
-0.34 |
Quote data
| Open: |
5.03 |
| High: |
5.03 |
| Low: |
5.03 |
| Previous Close: |
5.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.73% |
| 1 Month |
|
|
+137.26% |
| 3 Months |
|
|
+345.13% |
| YTD |
|
|
+1043.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.86 |
3.23 |
| 1M High / 1M Low: |
5.86 |
2.19 |
| 6M High / 6M Low: |
5.86 |
0.46 |
| High (YTD): |
2024-07-26 |
5.86 |
| Low (YTD): |
2024-01-22 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.09% |
| Volatility 6M: |
|
206.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
