BVT Put 380 ULTA 20.06.2025
/ DE000VD9JZA8
BVT Put 380 ULTA 20.06.2025/ DE000VD9JZA8 /
| 10/17/2024 10:11:38 AM |
Chg.-0.650 |
Bid1:35:06 PM |
Ask1:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.050EUR |
-13.83% |
4.030
Bid Size: 12,000 |
4.100
Ask Size: 12,000 |
Ulta Beauty Inc |
380.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
VD9JZA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.08 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.30 |
| Parity: |
3.63 |
| Time value: |
0.47 |
| Break-even: |
339.00 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
-0.65 |
| Theta: |
-0.02 |
| Omega: |
-5.41 |
| Rho: |
-1.77 |
Quote data
| Open: |
4.050 |
| High: |
4.050 |
| Low: |
4.050 |
| Previous Close: |
4.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.34% |
| 1 Month |
|
|
+23.10% |
| 3 Months |
|
|
+19.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.700 |
4.180 |
| 1M High / 1M Low: |
4.700 |
2.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
