BVT Put 360 ULTA 20.06.2025
/ DE000VD9JY72
BVT Put 360 ULTA 20.06.2025/ DE000VD9JY72 /
| 2024-10-17 10:15:35 AM |
Chg.-0.480 |
Bid1:00:06 PM |
Ask1:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
-13.01% |
3.200
Bid Size: 8,000 |
3.270
Ask Size: 8,000 |
Ulta Beauty Inc |
360.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
VD9JY7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.30 |
| Parity: |
1.63 |
| Time value: |
1.63 |
| Break-even: |
327.40 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
-0.51 |
| Theta: |
-0.04 |
| Omega: |
-5.35 |
| Rho: |
-1.40 |
Quote data
| Open: |
3.210 |
| High: |
3.210 |
| Low: |
3.210 |
| Previous Close: |
3.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.24% |
| 1 Month |
|
|
+22.05% |
| 3 Months |
|
|
+18.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.700 |
3.340 |
| 1M High / 1M Low: |
3.700 |
2.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
