BVT Put 380 LULU 20.09.2024
/ DE000VM34BF2
BVT Put 380 LULU 20.09.2024/ DE000VM34BF2 /
| 16/07/2024 08:26:23 |
Chg.+0.73 |
Bid13:36:07 |
Ask13:36:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.80EUR |
+9.05% |
8.78
Bid Size: 4,000 |
8.97
Ask Size: 4,000 |
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: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.83 |
| Intrinsic value: |
8.83 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
8.83 |
| Time value: |
0.04 |
| Break-even: |
259.98 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
-0.89 |
| Theta: |
-0.05 |
| Omega: |
-2.62 |
| Rho: |
-0.58 |
Quote data
| Open: |
8.80 |
| High: |
8.80 |
| Low: |
8.80 |
| Previous Close: |
8.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.10% |
| 1 Month |
|
|
+30.37% |
| 3 Months |
|
|
+61.17% |
| YTD |
|
|
+645.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.51 |
7.85 |
| 1M High / 1M Low: |
8.51 |
6.30 |
| 6M High / 6M Low: |
8.51 |
1.24 |
| High (YTD): |
11/07/2024 |
8.51 |
| Low (YTD): |
22/01/2024 |
1.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.31% |
| Volatility 6M: |
|
160.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
