BVT Put 360 ULTA 20.12.2024
/ DE000VD5J092
BVT Put 360 ULTA 20.12.2024/ DE000VD5J092 /
2024-10-17 8:52:16 AM |
Chg.-0.26 |
Bid11:54:13 AM |
Ask11:54:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
-13.61% |
1.62 Bid Size: 8,000 |
1.69 Ask Size: 8,000 |
Ulta Beauty Inc |
360.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD5J09 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-06 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.56 |
Intrinsic value: |
1.63 |
Implied volatility: |
0.13 |
Historic volatility: |
0.30 |
Parity: |
1.63 |
Time value: |
0.06 |
Break-even: |
343.10 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
1.20% |
Delta: |
-0.76 |
Theta: |
-0.02 |
Omega: |
-15.45 |
Rho: |
-0.49 |
Quote data
Open: |
1.65 |
High: |
1.65 |
Low: |
1.65 |
Previous Close: |
1.91 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.91% |
1 Month |
|
|
+17.02% |
3 Months |
|
|
+16.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.32 |
1.89 |
1M High / 1M Low: |
2.32 |
1.04 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |