BVT Put 360 ULTA 21.03.2025
/ DE000VD9JZD2
BVT Put 360 ULTA 21.03.2025/ DE000VD9JZD2 /
| 2024-09-13 8:01:32 PM |
Chg.-0.160 |
Bid9:57:53 PM |
Ask9:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
-5.97% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
360.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD9JZD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.29 |
| Parity: |
1.84 |
| Time value: |
0.69 |
| Break-even: |
334.70 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.80% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-7.78 |
| Rho: |
-1.14 |
Quote data
| Open: |
2.630 |
| High: |
2.640 |
| Low: |
2.490 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.18% |
| 1 Month |
|
|
-19.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.520 |
| 1M High / 1M Low: |
3.450 |
2.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
