BVT Call 290 ALGN 20.12.2024
/ DE000VD5J126
BVT Call 290 ALGN 20.12.2024/ DE000VD5J126 /
| 05/08/2024 08:33:28 |
Chg.-0.300 |
Bid17:07:20 |
Ask17:07:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-44.78% |
0.570
Bid Size: 46,000 |
0.590
Ask Size: 46,000 |
Align Technology Inc |
290.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD5J12 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
-7.01 |
| Time value: |
0.55 |
| Break-even: |
271.29 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.20 |
| Theta: |
-0.06 |
| Omega: |
7.01 |
| Rho: |
0.12 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.32% |
| 1 Month |
|
|
-74.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.620 |
| 1M High / 1M Low: |
1.850 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
