BVT Put 330 LULU 20.09.2024
/ DE000VM3MJM3
BVT Put 330 LULU 20.09.2024/ DE000VM3MJM3 /
2024-07-30 7:52:04 PM |
Chg.+0.420 |
Bid8:46:01 PM |
Ask8:46:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.000EUR |
+6.38% |
6.990 Bid Size: 10,000 |
7.010 Ask Size: 10,000 |
Lululemon Athletica ... |
330.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.56 |
Intrinsic value: |
6.56 |
Implied volatility: |
0.52 |
Historic volatility: |
0.31 |
Parity: |
6.56 |
Time value: |
0.13 |
Break-even: |
238.11 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.30% |
Delta: |
-0.87 |
Theta: |
-0.07 |
Omega: |
-3.10 |
Rho: |
-0.39 |
Quote data
Open: |
6.630 |
High: |
7.000 |
Low: |
6.630 |
Previous Close: |
6.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+54.53% |
1 Month |
|
|
+96.63% |
3 Months |
|
|
+306.98% |
YTD |
|
|
+1047.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.710 |
4.530 |
1M High / 1M Low: |
7.710 |
3.390 |
6M High / 6M Low: |
7.710 |
0.610 |
High (YTD): |
2024-07-25 |
7.710 |
Low (YTD): |
2024-01-22 |
0.600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.278 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.324 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.50% |
Volatility 6M: |
|
194.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |