BVT Call 200 ALGN 21.06.2024
/ DE000VM4M6G1
BVT Call 200 ALGN 21.06.2024/ DE000VM4M6G1 /
| 2024-06-14 8:57:39 AM |
Chg.+0.47 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.77EUR |
+7.46% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
200.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M6G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.24 |
| Intrinsic value: |
5.23 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.42 |
| Parity: |
5.23 |
| Time value: |
0.11 |
| Break-even: |
240.23 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
0.38% |
| Delta: |
0.95 |
| Theta: |
-0.38 |
| Omega: |
4.23 |
| Rho: |
0.03 |
Quote data
| Open: |
6.77 |
| High: |
6.77 |
| Low: |
6.77 |
| Previous Close: |
6.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.14% |
| 1 Month |
|
|
-10.92% |
| 3 Months |
|
|
-39.61% |
| YTD |
|
|
-19.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.77 |
5.06 |
| 1M High / 1M Low: |
7.60 |
4.65 |
| 6M High / 6M Low: |
12.51 |
4.65 |
| High (YTD): |
2024-03-21 |
12.51 |
| Low (YTD): |
2024-06-05 |
4.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.05% |
| Volatility 6M: |
|
99.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
