BVT Put 320 LULU 20.09.2024
/ DE000VM3MJW2
BVT Put 320 LULU 20.09.2024/ DE000VM3MJW2 /
| 7/16/2024 10:35:11 AM |
Chg.-0.090 |
Bid1:30:08 PM |
Ask1:30:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.850EUR |
-2.28% |
3.840
Bid Size: 5,000 |
3.980
Ask Size: 5,000 |
Lululemon Athletica ... |
320.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3MJW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
3.33 |
| Time value: |
0.58 |
| Break-even: |
254.52 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
-0.71 |
| Theta: |
-0.10 |
| Omega: |
-4.72 |
| Rho: |
-0.40 |
Quote data
| Open: |
3.850 |
| High: |
3.850 |
| Low: |
3.850 |
| Previous Close: |
3.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.32% |
| 1 Month |
|
|
+47.51% |
| 3 Months |
|
|
+79.91% |
| YTD |
|
|
+640.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.940 |
3.320 |
| 1M High / 1M Low: |
3.940 |
2.150 |
| 6M High / 6M Low: |
3.940 |
0.510 |
| High (YTD): |
7/15/2024 |
3.940 |
| Low (YTD): |
1/22/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.76% |
| Volatility 6M: |
|
187.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
