BVT Put 400 ULTA 20.12.2024
/ DE000VD5J019
BVT Put 400 ULTA 20.12.2024/ DE000VD5J019 /
17/10/2024 10:34:39 |
Chg.-0.810 |
Bid13:15:15 |
Ask13:15:15 |
Underlying |
Strike price |
Expiration date |
Option type |
3.550EUR |
-18.58% |
3.570 Bid Size: 700 |
3.700 Ask Size: 700 |
Ulta Beauty Inc |
400.00 - |
20/12/2024 |
Put |
Master data
WKN: |
VD5J01 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 - |
Maturity: |
20/12/2024 |
Issue date: |
06/05/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.68 |
Intrinsic value: |
5.63 |
Implied volatility: |
- |
Historic volatility: |
0.30 |
Parity: |
5.63 |
Time value: |
-2.02 |
Break-even: |
363.90 |
Moneyness: |
1.16 |
Premium: |
-0.06 |
Premium p.a.: |
-0.29 |
Spread abs.: |
0.02 |
Spread %: |
0.56% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.550 |
High: |
3.550 |
Low: |
3.550 |
Previous Close: |
4.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.58% |
1 Month |
|
|
+39.22% |
3 Months |
|
|
+18.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.470 |
3.770 |
1M High / 1M Low: |
4.470 |
2.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.216 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |