BVT Call 310 LULU 21.06.2024
/ DE000VD6N4Y5
BVT Call 310 LULU 21.06.2024/ DE000VD6N4Y5 /
| 2024-06-14 8:53:12 AM |
Chg.- |
Bid8:12:08 AM |
Ask8:12:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.280
Bid Size: 10,000 |
0.350
Ask Size: 10,000 |
Lululemon Athletica ... |
310.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD6N4Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
98.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
-0.37 |
| Time value: |
0.29 |
| Break-even: |
292.49 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
3.03 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.38 |
| Theta: |
-0.36 |
| Omega: |
37.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.06% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.370 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
