BVT Put 400 ULTA 20.12.2024
/ DE000VD5J019
BVT Put 400 ULTA 20.12.2024/ DE000VD5J019 /
| 12/07/2024 20:08:37 |
Chg.-0.390 |
Bid21:58:40 |
Ask21:58:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
-13.49% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.26 |
| Parity: |
2.14 |
| Time value: |
0.35 |
| Break-even: |
375.10 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-9.50 |
| Rho: |
-1.15 |
Quote data
| Open: |
2.890 |
| High: |
2.890 |
| Low: |
2.500 |
| Previous Close: |
2.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.92% |
| 1 Month |
|
|
-27.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.150 |
2.500 |
| 1M High / 1M Low: |
3.980 |
2.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
