BVT Put 370 LULU 20.09.2024
/ DE000VM3TAH7
BVT Put 370 LULU 20.09.2024/ DE000VM3TAH7 /
| 05/09/2024 19:53:39 |
Chg.+0.020 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.230EUR |
+0.20% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
370.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3TAH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
370.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.33 |
| Intrinsic value: |
10.33 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.31 |
| Parity: |
10.33 |
| Time value: |
0.01 |
| Break-even: |
230.53 |
| Moneyness: |
1.45 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.19% |
| Delta: |
-0.97 |
| Theta: |
-0.08 |
| Omega: |
-2.15 |
| Rho: |
-0.13 |
Quote data
| Open: |
10.240 |
| High: |
10.370 |
| Low: |
10.230 |
| Previous Close: |
10.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.29% |
| 1 Month |
|
|
-14.54% |
| 3 Months |
|
|
+114.02% |
| YTD |
|
|
+883.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.230 |
9.870 |
| 1M High / 1M Low: |
12.100 |
8.700 |
| 6M High / 6M Low: |
12.390 |
1.120 |
| High (YTD): |
05/08/2024 |
12.390 |
| Low (YTD): |
22/01/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.91% |
| Volatility 6M: |
|
166.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
