BVT Put 250 ALGN 20.09.2024
/ DE000VM3MB48
BVT Put 250 ALGN 20.09.2024/ DE000VM3MB48 /
| 7/16/2024 8:55:48 AM |
Chg.+0.18 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+8.61% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
250.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.41 |
| Parity: |
0.89 |
| Time value: |
1.41 |
| Break-even: |
206.39 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
-0.52 |
| Theta: |
-0.13 |
| Omega: |
-4.98 |
| Rho: |
-0.25 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.73% |
| 1 Month |
|
|
+83.06% |
| 3 Months |
|
|
+51.33% |
| YTD |
|
|
-16.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.57 |
| 1M High / 1M Low: |
2.43 |
1.57 |
| 6M High / 6M Low: |
3.14 |
0.82 |
| High (YTD): |
1/3/2024 |
3.35 |
| Low (YTD): |
4/26/2024 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.94% |
| Volatility 6M: |
|
169.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
