BVT Put 280 ALGN 20.09.2024
/ DE000VM3MDP9
BVT Put 280 ALGN 20.09.2024/ DE000VM3MDP9 /
02/08/2024 19:51:54 |
Chg.+1.270 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
6.100EUR |
+26.29% |
- Bid Size: - |
- Ask Size: - |
Align Technology Inc |
280.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
VM3MDP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Align Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
280.00 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: |
-3.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.10 |
Intrinsic value: |
6.10 |
Implied volatility: |
0.56 |
Historic volatility: |
0.40 |
Parity: |
6.10 |
Time value: |
0.07 |
Break-even: |
194.92 |
Moneyness: |
1.31 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.33% |
Delta: |
-0.89 |
Theta: |
-0.05 |
Omega: |
-2.82 |
Rho: |
-0.31 |
Quote data
Open: |
5.270 |
High: |
6.370 |
Low: |
5.270 |
Previous Close: |
4.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.88% |
1 Month |
|
|
+53.27% |
3 Months |
|
|
+190.48% |
YTD |
|
|
+53.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.100 |
4.400 |
1M High / 1M Low: |
6.100 |
3.160 |
6M High / 6M Low: |
6.100 |
1.650 |
High (YTD): |
02/08/2024 |
6.100 |
Low (YTD): |
29/04/2024 |
1.650 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.941 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.12% |
Volatility 6M: |
|
164.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |