BVT Put 270 ALGN 20.09.2024
/ DE000VM3MBZ2
BVT Put 270 ALGN 20.09.2024/ DE000VM3MBZ2 /
| 8/2/2024 8:48:09 AM |
Chg.+0.70 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.33EUR |
+19.28% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
270.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM3MBZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
270.00 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: |
-3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.18 |
| Intrinsic value: |
5.18 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
5.18 |
| Time value: |
0.10 |
| Break-even: |
194.66 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
-0.87 |
| Theta: |
-0.06 |
| Omega: |
-3.23 |
| Rho: |
-0.29 |
Quote data
| Open: |
4.33 |
| High: |
4.33 |
| Low: |
4.33 |
| Previous Close: |
3.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.35% |
| 1 Month |
|
|
+31.61% |
| 3 Months |
|
|
+143.26% |
| YTD |
|
|
+23.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.52 |
3.53 |
| 1M High / 1M Low: |
4.52 |
2.56 |
| 6M High / 6M Low: |
4.52 |
1.25 |
| High (YTD): |
7/29/2024 |
4.52 |
| Low (YTD): |
4/26/2024 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.17% |
| Volatility 6M: |
|
163.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
