BVT Put 400 ULTA 20.09.2024
/ DE000VM76JU5
BVT Put 400 ULTA 20.09.2024/ DE000VM76JU5 /
| 09/08/2024 19:41:01 |
Chg.+0.220 |
Bid08:26:09 |
Ask08:26:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.000EUR |
+3.24% |
7.190
Bid Size: 2,000 |
7.420
Ask Size: 2,000 |
Ulta Beauty Inc |
400.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM76JU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.13 |
| Intrinsic value: |
7.13 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.27 |
| Parity: |
7.13 |
| Time value: |
0.20 |
| Break-even: |
293.14 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
-0.86 |
| Theta: |
-0.11 |
| Omega: |
-3.47 |
| Rho: |
-0.37 |
Quote data
| Open: |
6.850 |
| High: |
7.000 |
| Low: |
6.850 |
| Previous Close: |
6.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.02% |
| 1 Month |
|
|
+334.78% |
| 3 Months |
|
|
+146.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.000 |
6.480 |
| 1M High / 1M Low: |
7.000 |
1.610 |
| 6M High / 6M Low: |
7.000 |
0.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.296 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.15% |
| Volatility 6M: |
|
323.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
