BVT Put 440 ULTA 20.09.2024
/ DE000VM76H19
BVT Put 440 ULTA 20.09.2024/ DE000VM76H19 /
2024-08-09 8:12:47 AM |
Chg.-0.50 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.41EUR |
-4.58% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
440.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-01-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.79 |
Intrinsic value: |
10.79 |
Implied volatility: |
0.64 |
Historic volatility: |
0.27 |
Parity: |
10.79 |
Time value: |
0.10 |
Break-even: |
294.19 |
Moneyness: |
1.37 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.18% |
Delta: |
-0.91 |
Theta: |
-0.09 |
Omega: |
-2.45 |
Rho: |
-0.42 |
Quote data
Open: |
10.41 |
High: |
10.41 |
Low: |
10.41 |
Previous Close: |
10.91 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.79% |
1 Month |
|
|
+124.84% |
3 Months |
|
|
+103.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.91 |
9.80 |
1M High / 1M Low: |
10.91 |
3.43 |
6M High / 6M Low: |
10.91 |
0.95 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.67% |
Volatility 6M: |
|
294.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |