BVT Put 250 ALGN 20.09.2024
/ DE000VM3MB48
BVT Put 250 ALGN 20.09.2024/ DE000VM3MB48 /
2024-08-02 7:51:44 PM |
Chg.+1.120 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.560EUR |
+45.90% |
- Bid Size: - |
- Ask Size: - |
Align Technology Inc |
250.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
VM3MB4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Align Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
2.01 |
Implied volatility: |
0.42 |
Historic volatility: |
0.40 |
Parity: |
2.01 |
Time value: |
0.49 |
Break-even: |
206.77 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
0.81% |
Delta: |
-0.69 |
Theta: |
-0.10 |
Omega: |
-5.81 |
Rho: |
-0.23 |
Quote data
Open: |
2.780 |
High: |
3.810 |
Low: |
2.770 |
Previous Close: |
2.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+25.80% |
1 Month |
|
|
+50.85% |
3 Months |
|
|
+180.32% |
YTD |
|
|
+29.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.830 |
2.080 |
1M High / 1M Low: |
2.830 |
1.580 |
6M High / 6M Low: |
2.830 |
0.880 |
High (YTD): |
2024-01-03 |
3.260 |
Low (YTD): |
2024-04-29 |
0.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.488 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.096 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.632 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.14% |
Volatility 6M: |
|
187.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |