BVT Put 440 ULTA 20.09.2024
/ DE000VM76H19
BVT Put 440 ULTA 20.09.2024/ DE000VM76H19 /
| 9/13/2024 8:01:31 PM |
Chg.-0.370 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.770EUR |
-6.03% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
440.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM76H1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 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: |
-6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.57 |
| Intrinsic value: |
5.57 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.29 |
| Parity: |
5.57 |
| Time value: |
0.09 |
| Break-even: |
340.65 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
-0.92 |
| Theta: |
-0.38 |
| Omega: |
-5.57 |
| Rho: |
-0.06 |
Quote data
| Open: |
5.990 |
| High: |
6.010 |
| Low: |
5.620 |
| Previous Close: |
6.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.88% |
| 1 Month |
|
|
-14.90% |
| 3 Months |
|
|
+11.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.410 |
5.450 |
| 1M High / 1M Low: |
8.020 |
5.450 |
| 6M High / 6M Low: |
11.020 |
0.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.00% |
| Volatility 6M: |
|
293.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
