BVT Put 390 LULU 20.09.2024
/ DE000VM34BJ4
BVT Put 390 LULU 20.09.2024/ DE000VM34BJ4 /
9/5/2024 8:27:40 AM |
Chg.+0.07 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.15EUR |
+0.58% |
- Bid Size: - |
- Ask Size: - |
Lululemon Athletica ... |
390.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/17/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.14 |
Intrinsic value: |
12.14 |
Implied volatility: |
1.05 |
Historic volatility: |
0.31 |
Parity: |
12.14 |
Time value: |
0.00 |
Break-even: |
230.58 |
Moneyness: |
1.53 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
0.17% |
Delta: |
-0.97 |
Theta: |
-0.08 |
Omega: |
-1.84 |
Rho: |
-0.14 |
Quote data
Open: |
12.15 |
High: |
12.15 |
Low: |
12.15 |
Previous Close: |
12.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.06% |
1 Month |
|
|
-13.03% |
3 Months |
|
|
+113.91% |
YTD |
|
|
+813.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.15 |
10.94 |
1M High / 1M Low: |
14.26 |
10.50 |
6M High / 6M Low: |
14.79 |
1.63 |
High (YTD): |
8/5/2024 |
14.79 |
Low (YTD): |
1/2/2024 |
1.41 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.49 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.73% |
Volatility 6M: |
|
153.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |