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 |
Bid11:18:47 |
Ask11:18:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
-18.58% |
3.590
Bid Size: 7,000 |
3.720
Ask Size: 7,000 |
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: |
|
- |
