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BVT Put 340 LULU 20.09.2024/  DE000VM3MJN1  /

Frankfurt Zert./VONT
2024-07-30  7:41:11 PM Chg.+0.450 Bid9:12:25 PM Ask9:12:25 PM Underlying Strike price Expiration date Option type
7.890EUR +6.05% 7.920
Bid Size: 10,000		 7.940
Ask Size: 10,000		 Lululemon Athletica ... 340.00 USD 2024-09-20 Put
 

Master data

WKN: VM3MJN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 340.00 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: -3.17
Leverage: Yes

Calculated values

Fair value: 7.48
Intrinsic value: 7.48
Implied volatility: 0.53
Historic volatility: 0.31
Parity: 7.48
Time value: 0.08
Break-even: 238.66
Moneyness: 1.31
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.27%
Delta: -0.89
Theta: -0.06
Omega: -2.82
Rho: -0.41
 

Quote data

Open: 7.510
High: 7.890
Low: 7.510
Previous Close: 7.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+47.48%
1 Month  
+84.78%
3 Months  
+286.76%
YTD  
+1027.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.640 5.350
1M High / 1M Low: 8.640 4.110
6M High / 6M Low: 8.640 0.710
High (YTD): 2024-07-25 8.640
Low (YTD): 2024-01-22 0.700
52W High: - -
52W Low: - -
Avg. price 1W:   7.146
Avg. volume 1W:   0.000
Avg. price 1M:   5.372
Avg. volume 1M:   0.000
Avg. price 6M:   2.740
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.20%
Volatility 6M:   188.51%
Volatility 1Y:   -
Volatility 3Y:   -