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BVT Put 330 LULU 20.09.2024/  DE000VM3MJM3  /

Frankfurt Zert./VONT
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:   -