BVT Put 340 ULTA 20.12.2024
/ DE000VD4DFX6
BVT Put 340 ULTA 20.12.2024/ DE000VD4DFX6 /
| 17/10/2024 08:49:04 |
Chg.-0.21 |
Bid13:35:07 |
Ask13:35:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-16.54% |
1.05
Bid Size: 12,000 |
1.09
Ask Size: 12,000 |
Ulta Beauty Inc |
340.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
18/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.30 |
| Parity: |
-0.37 |
| Time value: |
1.10 |
| Break-even: |
329.00 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
-0.42 |
| Theta: |
-0.09 |
| Omega: |
-12.97 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.06% |
| 1 Month |
|
|
+12.77% |
| 3 Months |
|
|
+6.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.26 |
| 1M High / 1M Low: |
1.53 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
