BVT Put 330 LULU 20.09.2024
/ DE000VM3MJM3
BVT Put 330 LULU 20.09.2024/ DE000VM3MJM3 /
14/08/2024 08:54:45 |
Chg.-0.20 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
7.97EUR |
-2.45% |
- Bid Size: - |
- Ask Size: - |
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: |
-2.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.01 |
Intrinsic value: |
8.01 |
Implied volatility: |
0.62 |
Historic volatility: |
0.31 |
Parity: |
8.01 |
Time value: |
0.02 |
Break-even: |
219.81 |
Moneyness: |
1.36 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.25% |
Delta: |
-0.93 |
Theta: |
-0.05 |
Omega: |
-2.54 |
Rho: |
-0.29 |
Quote data
Open: |
7.97 |
High: |
7.97 |
Low: |
7.97 |
Previous Close: |
8.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.64% |
1 Month |
|
|
+100.25% |
3 Months |
|
|
+300.50% |
YTD |
|
|
+1228.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.82 |
7.97 |
1M High / 1M Low: |
8.94 |
3.86 |
6M High / 6M Low: |
8.94 |
0.68 |
High (YTD): |
05/08/2024 |
8.94 |
Low (YTD): |
22/01/2024 |
0.60 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.23% |
Volatility 6M: |
|
186.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |