BVT Put 390 LULU 20.09.2024
/ DE000VM34BJ4
BVT Put 390 LULU 20.09.2024/ DE000VM34BJ4 /
| 30/07/2024 08:26:17 |
Chg.-0.34 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.12EUR |
-2.73% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
390.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM34BJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 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: |
-1.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.11 |
| Intrinsic value: |
12.11 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.31 |
| Parity: |
12.11 |
| Time value: |
0.00 |
| Break-even: |
239.37 |
| Moneyness: |
1.51 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.17% |
| Delta: |
-0.92 |
| Theta: |
-0.05 |
| Omega: |
-1.83 |
| Rho: |
-0.49 |
Quote data
| Open: |
12.12 |
| High: |
12.12 |
| Low: |
12.12 |
| Previous Close: |
12.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.05% |
| 1 Month |
|
|
+51.69% |
| 3 Months |
|
|
+187.89% |
| YTD |
|
|
+811.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.00 |
9.77 |
| 1M High / 1M Low: |
13.00 |
8.24 |
| 6M High / 6M Low: |
13.00 |
1.45 |
| High (YTD): |
26/07/2024 |
13.00 |
| Low (YTD): |
02/01/2024 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.63% |
| Volatility 6M: |
|
158.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
