BVT Put 480 ULTA 20.09.2024
/ DE000VM76JR1
BVT Put 480 ULTA 20.09.2024/ DE000VM76JR1 /
09/08/2024 20:04:57 |
Chg.+0.360 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
14.350EUR |
+2.57% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
480.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM76JR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
480.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.46 |
Intrinsic value: |
14.46 |
Implied volatility: |
0.78 |
Historic volatility: |
0.27 |
Parity: |
14.46 |
Time value: |
0.09 |
Break-even: |
294.23 |
Moneyness: |
1.49 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.14% |
Delta: |
-0.92 |
Theta: |
-0.10 |
Omega: |
-1.86 |
Rho: |
-0.47 |
Quote data
Open: |
13.950 |
High: |
14.350 |
Low: |
13.950 |
Previous Close: |
13.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.59% |
1 Month |
|
|
+120.77% |
3 Months |
|
|
+81.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.350 |
13.720 |
1M High / 1M Low: |
14.350 |
6.500 |
6M High / 6M Low: |
14.350 |
1.590 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
14.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.622 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.43% |
Volatility 6M: |
|
243.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |