BVT Call 250 ALGN 20.09.2024
/ DE000VD6UE17
BVT Call 250 ALGN 20.09.2024/ DE000VD6UE17 /
| 2024-08-02 10:33:51 AM |
Chg.-0.150 |
Bid12:06:39 PM |
Ask12:06:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-22.73% |
0.480
Bid Size: 11,000 |
0.530
Ask Size: 11,000 |
Align Technology Inc |
250.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD6UE1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
-2.01 |
| Time value: |
0.64 |
| Break-even: |
238.17 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.32 |
| Theta: |
-0.13 |
| Omega: |
10.60 |
| Rho: |
0.08 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-66.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.490 |
| 1M High / 1M Low: |
2.370 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
