BVT Put 370 LULU 17.01.2025
/ DE000VG0UZH6
BVT Put 370 LULU 17.01.2025/ DE000VG0UZH6 /
2024-12-20 7:52:01 PM |
Chg.-0.440 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.110EUR |
-28.39% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
370.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
VG0UZH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Lululemon Athletica Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
370.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-12-12 |
Last trading day: |
2025-01-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.37 |
Parity: |
-0.90 |
Time value: |
1.15 |
Break-even: |
343.28 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.03 |
Spread %: |
2.68% |
Delta: |
-0.38 |
Theta: |
-0.27 |
Omega: |
-12.08 |
Rho: |
-0.11 |
Quote data
Open: |
1.800 |
High: |
1.930 |
Low: |
1.110 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+23.33% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
0.760 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |