BVT Put 360 LULU 20.09.2024
/ DE000VM3MLL1
BVT Put 360 LULU 20.09.2024/ DE000VM3MLL1 /
2024-07-31 8:52:32 AM |
Chg.-0.03 |
Bid10:48:30 AM |
Ask10:48:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
9.32EUR |
-0.32% |
9.47 Bid Size: 3,000 |
9.59 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: |
9.32 |
High: |
9.32 |
Low: |
9.32 |
Previous Close: |
9.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.61% |
1 Month |
|
|
+69.15% |
3 Months |
|
|
+246.47% |
YTD |
|
|
+924.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.28 |
7.42 |
1M High / 1M Low: |
10.28 |
5.65 |
6M High / 6M Low: |
10.28 |
1.07 |
High (YTD): |
2024-07-26 |
10.28 |
Low (YTD): |
2024-01-22 |
0.93 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.67 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.83% |
Volatility 6M: |
|
168.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |