BVT Put 480 ULTA 20.09.2024
/ DE000VM76JR1
BVT Put 480 ULTA 20.09.2024/ DE000VM76JR1 /
| 12/08/2024 08:12:58 |
Chg.+0.42 |
Bid12/08/2024 |
Ask12/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.48EUR |
+2.99% |
14.48
Bid Size: 2,000 |
14.72
Ask Size: 2,000 |
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: |
14.48 |
| High: |
14.48 |
| Low: |
14.48 |
| Previous Close: |
14.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.69% |
| 1 Month |
|
|
+94.36% |
| 3 Months |
|
|
+79.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.56 |
13.70 |
| 1M High / 1M Low: |
14.56 |
6.35 |
| 6M High / 6M Low: |
14.56 |
1.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.49% |
| Volatility 6M: |
|
251.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
