BVT Put 320 ULTA 20.12.2024
/ DE000VD5J084
BVT Put 320 ULTA 20.12.2024/ DE000VD5J084 /
| 2024-08-12 4:44:55 PM |
Chg.-0.050 |
Bid5:19:02 PM |
Ask5:19:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
-1.82% |
2.770
Bid Size: 42,000 |
2.790
Ask Size: 42,000 |
Ulta Beauty Inc |
320.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD5J08 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.27 |
| Parity: |
2.48 |
| Time value: |
0.40 |
| Break-even: |
291.20 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
-0.67 |
| Theta: |
-0.03 |
| Omega: |
-6.85 |
| Rho: |
-0.81 |
Quote data
| Open: |
2.840 |
| High: |
2.840 |
| Low: |
2.690 |
| Previous Close: |
2.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
+340.98% |
| 3 Months |
|
|
+122.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.580 |
| 1M High / 1M Low: |
2.740 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
