BVT Put 420 LULU 21.06.2024
/ DE000VM345H4
BVT Put 420 LULU 21.06.2024/ DE000VM345H4 /
| 2024-06-14 8:34:46 AM |
Chg.+0.38 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.42EUR |
+3.78% |
-
Bid Size: - |
-
Ask Size: - |
Lululemon Athletica ... |
420.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM345H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lululemon Athletica Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.65 |
| Intrinsic value: |
10.65 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.29 |
| Parity: |
10.65 |
| Time value: |
0.03 |
| Break-even: |
285.55 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.28% |
| Delta: |
-0.97 |
| Theta: |
-0.24 |
| Omega: |
-2.59 |
| Rho: |
-0.06 |
Quote data
| Open: |
10.42 |
| High: |
10.42 |
| Low: |
10.42 |
| Previous Close: |
10.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.22% |
| 1 Month |
|
|
+37.29% |
| 3 Months |
|
|
+469.40% |
| YTD |
|
|
+747.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.42 |
9.34 |
| 1M High / 1M Low: |
11.58 |
7.59 |
| 6M High / 6M Low: |
11.58 |
1.21 |
| High (YTD): |
2024-05-29 |
11.58 |
| Low (YTD): |
2024-01-02 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.50% |
| Volatility 6M: |
|
192.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
