BVT Put 500 LULU 20.09.2024
/ DE000VM7SC62
BVT Put 500 LULU 20.09.2024/ DE000VM7SC62 /
| 2024-08-14 8:01:11 PM |
Chg.+0.010 |
Bid9:51:17 PM |
Ask9:51:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 23.430EUR |
+0.04% |
23.470
Bid Size: 10,000 |
23.490
Ask Size: 10,000 |
Lululemon Athletica ... |
500.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SC6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
23.47 |
| Intrinsic value: |
23.47 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.31 |
| Parity: |
23.47 |
| Time value: |
0.00 |
| Break-even: |
220.01 |
| Moneyness: |
2.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.09% |
| Delta: |
-0.95 |
| Theta: |
-0.08 |
| Omega: |
-0.89 |
| Rho: |
-0.45 |
Quote data
| Open: |
23.360 |
| High: |
23.430 |
| Low: |
23.260 |
| Previous Close: |
23.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.62% |
| 1 Month |
|
|
+22.80% |
| 3 Months |
|
|
+71.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
24.060 |
23.420 |
| 1M High / 1M Low: |
24.360 |
18.990 |
| 6M High / 6M Low: |
24.360 |
5.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
23.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
22.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.19% |
| Volatility 6M: |
|
118.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
