BVT Put 440 ULTA 20.09.2024
/ DE000VM76H19
BVT Put 440 ULTA 20.09.2024/ DE000VM76H19 /
| 7/12/2024 8:12:16 AM |
Chg.-0.35 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.28EUR |
-7.56% |
-
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: |
-10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
2.48 |
| Time value: |
1.01 |
| Break-even: |
368.53 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
-0.63 |
| Theta: |
-0.12 |
| Omega: |
-6.81 |
| Rho: |
-0.52 |
Quote data
| Open: |
4.28 |
| High: |
4.28 |
| Low: |
4.28 |
| Previous Close: |
4.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.54% |
| 1 Month |
|
|
-7.76% |
| 3 Months |
|
|
+50.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.01 |
4.28 |
| 1M High / 1M Low: |
5.88 |
4.28 |
| 6M High / 6M Low: |
6.46 |
0.95 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.28% |
| Volatility 6M: |
|
285.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
