BVT Put 520 LULU 20.09.2024
/ DE000VM7SDK8
BVT Put 520 LULU 20.09.2024/ DE000VM7SDK8 /
| 2024-07-26 7:44:15 PM |
Chg.-0.680 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 24.510EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
520.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SDK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 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: |
-0.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
24.55 |
| Intrinsic value: |
24.55 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.31 |
| Parity: |
24.55 |
| Time value: |
0.02 |
| Break-even: |
233.31 |
| Moneyness: |
2.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.08% |
| Delta: |
-0.93 |
| Theta: |
-0.08 |
| Omega: |
-0.88 |
| Rho: |
-0.70 |
Quote data
| Open: |
24.970 |
| High: |
24.970 |
| Low: |
24.510 |
| Previous Close: |
25.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.41% |
| 1 Month |
|
|
+18.98% |
| 3 Months |
|
|
+69.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
25.190 |
21.560 |
| 1M High / 1M Low: |
25.190 |
20.330 |
| 6M High / 6M Low: |
25.190 |
6.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
23.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
21.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.725 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.37% |
| Volatility 6M: |
|
118.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
