BVT Put 500 LULU 20.09.2024
/ DE000VM7SC62
BVT Put 500 LULU 20.09.2024/ DE000VM7SC62 /
| 06/09/2024 08:24:20 |
Chg.+0.03 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 22.12EUR |
+0.14% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
500.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
22.17 |
| Intrinsic value: |
22.17 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.31 |
| Parity: |
22.17 |
| Time value: |
0.02 |
| Break-even: |
228.10 |
| Moneyness: |
1.97 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.09% |
| Delta: |
-0.97 |
| Theta: |
-0.15 |
| Omega: |
-1.00 |
| Rho: |
-0.17 |
Quote data
| Open: |
22.12 |
| High: |
22.12 |
| Low: |
22.12 |
| Previous Close: |
22.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.30% |
| 1 Month |
|
|
-7.91% |
| 3 Months |
|
|
+47.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.09 |
20.81 |
| 1M High / 1M Low: |
24.30 |
20.34 |
| 6M High / 6M Low: |
24.87 |
5.53 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
22.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
16.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.71% |
| Volatility 6M: |
|
103.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
