BVT Put 280 ALGN 20.09.2024
/ DE000VM3MDP9
BVT Put 280 ALGN 20.09.2024/ DE000VM3MDP9 /
| 09/09/2024 08:53:23 |
Chg.- |
Bid08:41:16 |
Ask08:41:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.25EUR |
- |
5.40
Bid Size: 4,000 |
5.50
Ask Size: 4,000 |
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: |
-3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
5.31 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.40 |
| Parity: |
5.31 |
| Time value: |
0.07 |
| Break-even: |
198.75 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
-0.92 |
| Theta: |
-0.18 |
| Omega: |
-3.43 |
| Rho: |
-0.07 |
Quote data
| Open: |
5.25 |
| High: |
5.25 |
| Low: |
5.25 |
| Previous Close: |
4.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.91% |
| 1 Month |
|
|
-13.08% |
| 3 Months |
|
|
+57.19% |
| YTD |
|
|
+33.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.27 |
3.95 |
| 1M High / 1M Low: |
6.02 |
3.63 |
| 6M High / 6M Low: |
7.00 |
1.52 |
| High (YTD): |
05/08/2024 |
7.00 |
| Low (YTD): |
26/04/2024 |
1.52 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.83% |
| Volatility 6M: |
|
168.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
