BVT Put 380 LULU 20.09.2024
/ DE000VM34BF2
BVT Put 380 LULU 20.09.2024/ DE000VM34BF2 /
| 2024-06-27 8:26:00 AM |
Chg.+0.40 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.00EUR |
+6.06% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
380.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM34BF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.04 |
| Intrinsic value: |
7.04 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
7.04 |
| Time value: |
0.08 |
| Break-even: |
284.61 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
0.42% |
| Delta: |
-0.85 |
| Theta: |
-0.04 |
| Omega: |
-3.41 |
| Rho: |
-0.73 |
Quote data
| Open: |
7.00 |
| High: |
7.00 |
| Low: |
7.00 |
| Previous Close: |
6.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-3.31% |
| 3 Months |
|
|
+151.80% |
| YTD |
|
|
+493.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.60 |
6.30 |
| 1M High / 1M Low: |
8.10 |
5.00 |
| 6M High / 6M Low: |
8.10 |
1.16 |
| High (YTD): |
2024-05-29 |
8.10 |
| Low (YTD): |
2024-01-22 |
1.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.37% |
| Volatility 6M: |
|
160.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
