BVT Put 340 33L 20.12.2024
/ DE000VD21MF5
BVT Put 340 33L 20.12.2024/ DE000VD21MF5 /
2024-10-07 7:53:31 PM |
Chg.+0.080 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.720EUR |
+1.20% |
- Bid Size: - |
- Ask Size: - |
LULULEMON ATHLETICA ... |
340.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD21MF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
LULULEMON ATHLETICA INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.35 |
Intrinsic value: |
9.35 |
Implied volatility: |
- |
Historic volatility: |
0.32 |
Parity: |
9.35 |
Time value: |
-2.70 |
Break-even: |
273.50 |
Moneyness: |
1.38 |
Premium: |
-0.11 |
Premium p.a.: |
-0.44 |
Spread abs.: |
0.02 |
Spread %: |
0.30% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
6.670 |
High: |
6.950 |
Low: |
6.670 |
Previous Close: |
6.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.34% |
1 Month |
|
|
-14.50% |
3 Months |
|
|
+36.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.390 |
6.090 |
1M High / 1M Low: |
8.570 |
5.630 |
6M High / 6M Low: |
9.840 |
2.620 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.858 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.624 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.59% |
Volatility 6M: |
|
120.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |