BVT Put 360 LULU 20.09.2024
/ DE000VM3MLL1
BVT Put 360 LULU 20.09.2024/ DE000VM3MLL1 /
| 2024-06-27 7:45:44 PM |
Chg.+0.010 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.190EUR |
+0.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.18 |
| Intrinsic value: |
5.17 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
5.17 |
| Time value: |
0.25 |
| Break-even: |
282.88 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.56% |
| Delta: |
-0.79 |
| Theta: |
-0.06 |
| Omega: |
-4.17 |
| Rho: |
-0.65 |
Quote data
| Open: |
5.370 |
| High: |
5.370 |
| Low: |
5.190 |
| Previous Close: |
5.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.22% |
| 1 Month |
|
|
-19.91% |
| 3 Months |
|
|
+166.15% |
| YTD |
|
|
+464.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.190 |
4.760 |
| 1M High / 1M Low: |
6.480 |
3.950 |
| 6M High / 6M Low: |
6.480 |
0.910 |
| High (YTD): |
2024-05-28 |
6.480 |
| Low (YTD): |
2024-01-22 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.31% |
| Volatility 6M: |
|
170.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
