BVT Put 380 LULU 20.09.2024
/ DE000VM34BF2
BVT Put 380 LULU 20.09.2024/ DE000VM34BF2 /
14/08/2024 08:26:01 |
Chg.-0.23 |
Bid19:34:11 |
Ask19:34:11 |
Underlying |
Strike price |
Expiration date |
Option type |
12.51EUR |
-1.81% |
12.49 Bid Size: 10,000 |
12.51 Ask Size: 10,000 |
Lululemon Athletica ... |
380.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
17/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.55 |
Intrinsic value: |
12.55 |
Implied volatility: |
0.83 |
Historic volatility: |
0.31 |
Parity: |
12.55 |
Time value: |
0.01 |
Break-even: |
219.98 |
Moneyness: |
1.57 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
0.16% |
Delta: |
-0.94 |
Theta: |
-0.06 |
Omega: |
-1.65 |
Rho: |
-0.34 |
Quote data
Open: |
12.51 |
High: |
12.51 |
Low: |
12.51 |
Previous Close: |
12.74 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.43% |
1 Month |
|
|
+49.11% |
3 Months |
|
|
+176.77% |
YTD |
|
|
+960.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.34 |
12.64 |
1M High / 1M Low: |
13.87 |
7.90 |
6M High / 6M Low: |
13.87 |
1.43 |
High (YTD): |
05/08/2024 |
13.87 |
Low (YTD): |
22/01/2024 |
1.24 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.77% |
Volatility 6M: |
|
158.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |