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BVT Put 360 LULU 20.09.2024/  DE000VM3MLL1  /

Frankfurt Zert./VONT
2024-07-31  10:11:17 AM Chg.-0.220 Bid11:38:50 AM Ask11:38:50 AM Underlying Strike price Expiration date Option type
9.480EUR -2.27% 9.410
Bid Size: 3,000		 9.530
Ask Size: 3,000		 Lululemon Athletica ... 360.00 USD 2024-09-20 Put
 

Master data

WKN: VM3MLL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Lululemon Athletica Inc
Type: Warrant
Option type: Put
Strike price: 360.00 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: -2.46
Leverage: Yes

Calculated values

Fair value: 9.62
Intrinsic value: 9.62
Implied volatility: 0.59
Historic volatility: 0.31
Parity: 9.62
Time value: 0.00
Break-even: 236.65
Moneyness: 1.41
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.21%
Delta: -0.92
Theta: -0.04
Omega: -2.27
Rho: -0.44
 

Quote data

Open: 9.480
High: 9.480
Low: 9.480
Previous Close: 9.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.91%
1 Month  
+62.33%
3 Months  
+237.37%
YTD  
+930.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.340 8.040
1M High / 1M Low: 10.340 5.690
6M High / 6M Low: 10.340 0.970
High (YTD): 2024-07-25 10.340
Low (YTD): 2024-01-22 0.940
52W High: - -
52W Low: - -
Avg. price 1W:   9.416
Avg. volume 1W:   0.000
Avg. price 1M:   7.141
Avg. volume 1M:   0.000
Avg. price 6M:   3.742
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.01%
Volatility 6M:   174.88%
Volatility 1Y:   -
Volatility 3Y:   -