BVT Put 340 ULTA 20.06.2025
/ DE000VD9JYN4
BVT Put 340 ULTA 20.06.2025/ DE000VD9JYN4 /
2024-10-16 7:59:20 PM |
Chg.+0.170 |
Bid8:00:41 AM |
Ask8:00:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.860EUR |
+6.32% |
2.540 Bid Size: 400 |
2.610 Ask Size: 400 |
Ulta Beauty Inc |
340.00 - |
2025-06-20 |
Put |
Master data
WKN: |
VD9JYN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
340.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-07-09 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.95 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.28 |
Historic volatility: |
0.30 |
Parity: |
0.05 |
Time value: |
2.68 |
Break-even: |
312.70 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
0.74% |
Delta: |
-0.42 |
Theta: |
-0.05 |
Omega: |
-5.21 |
Rho: |
-1.15 |
Quote data
Open: |
2.690 |
High: |
3.030 |
Low: |
2.660 |
Previous Close: |
2.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.38% |
1 Month |
|
|
+38.84% |
3 Months |
|
|
+31.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.900 |
2.620 |
1M High / 1M Low: |
2.900 |
1.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.354 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |