BVT Put 400 ULTA 20.09.2024/  DE000VM76JU5  /

EUWAX
8/9/2024  8:12:59 AM Chg.- Bid8:00:10 AM Ask8:00:10 AM Underlying Strike price Expiration date Option type
6.90EUR - 7.27
Bid Size: 2,000
7.50
Ask Size: 2,000
Ulta Beauty Inc 400.00 USD 9/20/2024 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: 9/20/2024
Issue date: 1/9/2024
Last trading day: 9/20/2024
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: 6.90
High: 6.90
Low: 6.90
Previous Close: 7.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.15%
1 Month  
+246.73%
3 Months  
+137.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.39 6.38
1M High / 1M Low: 7.39 1.52
6M High / 6M Low: 7.39 0.48
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.80
Avg. volume 1W:   0.00
Avg. price 1M:   3.88
Avg. volume 1M:   0.00
Avg. price 6M:   2.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   296.89%
Volatility 6M:   344.86%
Volatility 1Y:   -
Volatility 3Y:   -