BVT Put 260 ALGN 20.09.2024
/ DE000VM3MDQ7
BVT Put 260 ALGN 20.09.2024/ DE000VM3MDQ7 /
| 09/07/2024 08:54:53 |
Chg.-0.33 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-12.45% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
260.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM3MDQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 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: |
-9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.42 |
| Parity: |
1.02 |
| Time value: |
1.36 |
| Break-even: |
216.26 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
-0.53 |
| Theta: |
-0.12 |
| Omega: |
-5.10 |
| Rho: |
-0.29 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.88% |
| 1 Month |
|
|
+4.98% |
| 3 Months |
|
|
+90.16% |
| YTD |
|
|
-25.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.32 |
| 1M High / 1M Low: |
3.04 |
1.59 |
| 6M High / 6M Low: |
3.58 |
1.02 |
| High (YTD): |
03/01/2024 |
3.80 |
| Low (YTD): |
26/04/2024 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.23% |
| Volatility 6M: |
|
155.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
