BVT Put 520 ULTA 20.09.2024
/ DE000VM9EM72
BVT Put 520 ULTA 20.09.2024/ DE000VM9EM72 /
| 2024-09-13 8:01:26 PM |
Chg.-0.400 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.980EUR |
-2.99% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
520.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM9EM7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.79 |
| Intrinsic value: |
12.79 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.29 |
| Parity: |
12.79 |
| Time value: |
0.09 |
| Break-even: |
340.68 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
-0.95 |
| Theta: |
-0.48 |
| Omega: |
-2.52 |
| Rho: |
-0.07 |
Quote data
| Open: |
13.200 |
| High: |
13.230 |
| Low: |
12.840 |
| Previous Close: |
13.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.75% |
| 1 Month |
|
|
-6.55% |
| 3 Months |
|
|
+5.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.660 |
12.680 |
| 1M High / 1M Low: |
15.260 |
12.500 |
| 6M High / 6M Low: |
18.340 |
2.790 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.00% |
| Volatility 6M: |
|
206.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
