BVT Put 330 LULU 20.09.2024
/ DE000VM3MJM3
BVT Put 330 LULU 20.09.2024/ DE000VM3MJM3 /
| 7/16/2024 8:55:49 AM |
Chg.+0.61 |
Bid1:06:32 PM |
Ask1:06:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
+15.33% |
4.56
Bid Size: 3,000 |
4.78
Ask Size: 3,000 |
Lululemon Athletica ... |
330.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3MJM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
330.00 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: |
-5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
4.25 |
| Time value: |
0.40 |
| Break-even: |
256.30 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
-0.76 |
| Theta: |
-0.09 |
| Omega: |
-4.27 |
| Rho: |
-0.44 |
Quote data
| Open: |
4.59 |
| High: |
4.59 |
| Low: |
4.59 |
| Previous Close: |
3.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.11% |
| 1 Month |
|
|
+52.49% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+665.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.34 |
3.79 |
| 1M High / 1M Low: |
4.34 |
2.69 |
| 6M High / 6M Low: |
4.34 |
0.60 |
| High (YTD): |
7/11/2024 |
4.34 |
| Low (YTD): |
1/22/2024 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.85% |
| Volatility 6M: |
|
184.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
