BVT Put 330 LULU 20.09.2024
/ DE000VM3MJM3
BVT Put 330 LULU 20.09.2024/ DE000VM3MJM3 /
| 30/07/2024 08:54:37 |
Chg.-0.31 |
Bid21:32:50 |
Ask21:32:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.69EUR |
-4.43% |
6.95
Bid Size: 10,000 |
6.97
Ask Size: 10,000 |
Lululemon Athletica ... |
330.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| 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: |
6.69 |
| High: |
6.69 |
| Low: |
6.69 |
| Previous Close: |
7.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.18% |
| 1 Month |
|
|
+103.34% |
| 3 Months |
|
|
+307.93% |
| YTD |
|
|
+1015.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.58 |
4.64 |
| 1M High / 1M Low: |
7.58 |
3.39 |
| 6M High / 6M Low: |
7.58 |
0.62 |
| High (YTD): |
26/07/2024 |
7.58 |
| Low (YTD): |
22/01/2024 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.38% |
| Volatility 6M: |
|
192.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
