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: |
|
- |