BVT Put 380 ULTA 20.06.2025
/ DE000VD9JZA8
BVT Put 380 ULTA 20.06.2025/ DE000VD9JZA8 /
17/10/2024 10:11:38 |
Chg.-0.650 |
Bid13:35:06 |
Ask13:35:06 |
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 - |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
09/07/2024 |
Last trading day: |
20/06/2025 |
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: |
|
- |