BVT Put 220 ALGN 20.09.2024
/ DE000VM3MBP3
BVT Put 220 ALGN 20.09.2024/ DE000VM3MBP3 /
| 09/07/2024 08:54:51 |
Chg.- |
Bid08:05:09 |
Ask08:05:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
- |
0.810
Bid Size: 6,000 |
0.860
Ask Size: 6,000 |
Align Technology Inc |
220.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3MBP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.42 |
| Parity: |
-2.67 |
| Time value: |
0.80 |
| Break-even: |
195.13 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.02 |
| Spread %: |
2.56% |
| Delta: |
-0.24 |
| Theta: |
-0.10 |
| Omega: |
-6.90 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.75% |
| 1 Month |
|
|
-3.80% |
| 3 Months |
|
|
+38.18% |
| YTD |
|
|
-57.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.760 |
| 1M High / 1M Low: |
1.130 |
0.530 |
| 6M High / 6M Low: |
2.040 |
0.400 |
| High (YTD): |
03/01/2024 |
2.220 |
| Low (YTD): |
26/04/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.935 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.42% |
| Volatility 6M: |
|
184.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
