BVT Put 340 LULU 20.09.2024
/ DE000VM3MJN1
BVT Put 340 LULU 20.09.2024/ DE000VM3MJN1 /
| 2024-07-30 8:54:37 AM |
Chg.-0.31 |
Bid8:22:43 PM |
Ask8:22:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.56EUR |
-3.94% |
7.85
Bid Size: 10,000 |
7.87
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: |
7.56 |
| High: |
7.56 |
| Low: |
7.56 |
| Previous Close: |
7.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.48% |
| 1 Month |
|
|
+90.43% |
| 3 Months |
|
|
+287.69% |
| YTD |
|
|
+995.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.47 |
5.42 |
| 1M High / 1M Low: |
8.47 |
4.09 |
| 6M High / 6M Low: |
8.47 |
0.73 |
| High (YTD): |
2024-07-26 |
8.47 |
| Low (YTD): |
2024-01-22 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.19% |
| Volatility 6M: |
|
184.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
