BVT Put 320 LULU 20.09.2024
/ DE000VM3MJW2
BVT Put 320 LULU 20.09.2024/ DE000VM3MJW2 /
| 2024-06-27 8:03:22 PM |
Chg.+0.030 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
+1.22% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
320.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
1.42 |
| Time value: |
1.18 |
| Break-even: |
273.63 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
1.17% |
| Delta: |
-0.56 |
| Theta: |
-0.09 |
| Omega: |
-6.16 |
| Rho: |
-0.43 |
Quote data
| Open: |
2.540 |
| High: |
2.540 |
| Low: |
2.490 |
| Previous Close: |
2.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.87% |
| 1 Month |
|
|
-33.06% |
| 3 Months |
|
|
+162.11% |
| YTD |
|
|
+378.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.150 |
| 1M High / 1M Low: |
3.720 |
1.850 |
| 6M High / 6M Low: |
3.720 |
0.510 |
| High (YTD): |
2024-05-28 |
3.720 |
| Low (YTD): |
2024-01-22 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.99% |
| Volatility 6M: |
|
182.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
