BVT Call 210 ALGN 20.12.2024
/ DE000VC6LFD7
BVT Call 210 ALGN 20.12.2024/ DE000VC6LFD7 /
| 11/15/2024 8:48:12 AM |
Chg.+0.32 |
Bid10:01:37 AM |
Ask10:01:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+23.88% |
1.65
Bid Size: 6,000 |
1.76
Ask Size: 6,000 |
Align Technology Inc |
210.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VC6LFD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/24/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
1.11 |
| Time value: |
0.72 |
| Break-even: |
217.74 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
1.67% |
| Delta: |
0.68 |
| Theta: |
-0.16 |
| Omega: |
7.84 |
| Rho: |
0.12 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.78% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.34 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
