BVT Call 250 ALGN 20.09.2024/  DE000VD6UE17  /

Frankfurt Zert./VONT
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:   -