BVT Put 340 ULTA 20.12.2024
/ DE000VD4DFX6
BVT Put 340 ULTA 20.12.2024/ DE000VD4DFX6 /
| 2024-07-12 8:05:15 PM |
Chg.-0.170 |
Bid9:53:02 PM |
Ask9:53:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-15.89% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
340.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD4DFX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-3.86 |
| Time value: |
0.91 |
| Break-even: |
330.90 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
-0.22 |
| Theta: |
-0.05 |
| Omega: |
-9.02 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
0.900 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-34.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.900 |
| 1M High / 1M Low: |
1.600 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
