BVT Call 260 ALGN 20.09.2024
/ DE000VM72XS9
BVT Call 260 ALGN 20.09.2024/ DE000VM72XS9 /
7/10/2024 2:04:12 PM |
Chg.+0.040 |
Bid3:39:32 PM |
Ask3:39:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
+2.61% |
1.500 Bid Size: 36,000 |
1.520 Ask Size: 36,000 |
Align Technology Inc |
260.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM72XS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Align Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.42 |
Parity: |
-1.16 |
Time value: |
1.56 |
Break-even: |
256.02 |
Moneyness: |
0.95 |
Premium: |
0.12 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.02 |
Spread %: |
1.30% |
Delta: |
0.47 |
Theta: |
-0.15 |
Omega: |
6.83 |
Rho: |
0.18 |
Quote data
Open: |
1.560 |
High: |
1.570 |
Low: |
1.560 |
Previous Close: |
1.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.95% |
1 Month |
|
|
-24.15% |
3 Months |
|
|
-80.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.570 |
1.380 |
1M High / 1M Low: |
2.870 |
1.100 |
6M High / 6M Low: |
8.340 |
1.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.637 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.884 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.31% |
Volatility 6M: |
|
142.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |