BVT Put 350 LULU 20.09.2024
/ DE000VM3MLD8
BVT Put 350 LULU 20.09.2024/ DE000VM3MLD8 /
| 2024-07-30 8:54:37 AM |
Chg.-0.31 |
Bid11:12:32 AM |
Ask11:12:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.45EUR |
-3.54% |
8.39
Bid Size: 3,000 |
8.51
Ask Size: 3,000 |
Lululemon Athletica ... |
350.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM3MLD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 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: |
-2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.41 |
| Intrinsic value: |
8.41 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.31 |
| Parity: |
8.41 |
| Time value: |
0.03 |
| Break-even: |
239.10 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
-0.91 |
| Theta: |
-0.05 |
| Omega: |
-2.57 |
| Rho: |
-0.43 |
Quote data
| Open: |
8.45 |
| High: |
8.45 |
| Low: |
8.45 |
| Previous Close: |
8.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.42% |
| 1 Month |
|
|
+79.03% |
| 3 Months |
|
|
+267.39% |
| YTD |
|
|
+956.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.37 |
6.24 |
| 1M High / 1M Low: |
9.37 |
4.84 |
| 6M High / 6M Low: |
9.37 |
0.84 |
| High (YTD): |
2024-07-26 |
9.37 |
| Low (YTD): |
2024-01-22 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.57% |
| Volatility 6M: |
|
178.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
