BVT Call 380 ALGN 20.09.2024
/ DE000VM3VRM7
BVT Call 380 ALGN 20.09.2024/ DE000VM3VRM7 /
| 7/9/2024 8:53:35 AM |
Chg.+0.013 |
Bid6:16:37 PM |
Ask6:16:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+23.21% |
0.065
Bid Size: 36,000 |
0.083
Ask Size: 36,000 |
Align Technology Inc |
380.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3VRM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
267.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.42 |
| Parity: |
-12.10 |
| Time value: |
0.09 |
| Break-even: |
351.71 |
| Moneyness: |
0.66 |
| Premium: |
0.53 |
| Premium p.a.: |
7.39 |
| Spread abs.: |
0.02 |
| Spread %: |
26.47% |
| Delta: |
0.04 |
| Theta: |
-0.03 |
| Omega: |
11.64 |
| Rho: |
0.02 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.59% |
| 1 Month |
|
|
-54.90% |
| 3 Months |
|
|
-96.70% |
| YTD |
|
|
-95.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.049 |
| 1M High / 1M Low: |
0.230 |
0.049 |
| 6M High / 6M Low: |
2.600 |
0.049 |
| High (YTD): |
3/21/2024 |
2.600 |
| Low (YTD): |
7/3/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.158 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.45% |
| Volatility 6M: |
|
290.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
