BVT Put 250 ALGN 20.09.2024
/ DE000VM3MB48
BVT Put 250 ALGN 20.09.2024/ DE000VM3MB48 /
| 2024-06-28 8:52:59 AM |
Chg.-0.06 |
Bid6:48:17 PM |
Ask6:48:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
-2.74% |
2.20
Bid Size: 37,000 |
2.22
Ask Size: 37,000 |
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: |
-10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
0.65 |
| Time value: |
1.54 |
| Break-even: |
211.57 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
-0.49 |
| Theta: |
-0.10 |
| Omega: |
-5.13 |
| Rho: |
-0.31 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
2.13 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
+23.12% |
| 3 Months |
|
|
+91.89% |
| YTD |
|
|
-21.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.19 |
| 1M High / 1M Low: |
2.43 |
1.24 |
| 6M High / 6M Low: |
3.35 |
0.82 |
| High (YTD): |
2024-01-03 |
3.35 |
| Low (YTD): |
2024-04-26 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.61% |
| Volatility 6M: |
|
161.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
