BVT Put 520 ULTA 20.09.2024
/ DE000VM9EM72
BVT Put 520 ULTA 20.09.2024/ DE000VM9EM72 /
12/08/2024 08:25:54 |
Chg.+0.32 |
Bid13:10:24 |
Ask13:10:24 |
Underlying |
Strike price |
Expiration date |
Option type |
18.04EUR |
+1.81% |
18.15 Bid Size: 4,000 |
18.39 Ask Size: 4,000 |
Ulta Beauty Inc |
520.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
18.13 |
Intrinsic value: |
18.13 |
Implied volatility: |
0.92 |
Historic volatility: |
0.27 |
Parity: |
18.13 |
Time value: |
0.09 |
Break-even: |
294.30 |
Moneyness: |
1.61 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.11% |
Delta: |
-0.92 |
Theta: |
-0.12 |
Omega: |
-1.50 |
Rho: |
-0.49 |
Quote data
Open: |
18.04 |
High: |
18.04 |
Low: |
18.04 |
Previous Close: |
17.72 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.98% |
1 Month |
|
|
+63.11% |
3 Months |
|
|
+56.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
18.17 |
17.35 |
1M High / 1M Low: |
18.17 |
9.84 |
6M High / 6M Low: |
18.17 |
2.60 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
17.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.11% |
Volatility 6M: |
|
212.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |