BVT Call 210 ALGN 21.06.2024
/ DE000VM4M5P4
BVT Call 210 ALGN 21.06.2024/ DE000VM4M5P4 /
| 2024-06-20 1:47:13 PM |
Chg.+0.080 |
Bid3:49:51 PM |
Ask3:49:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.130EUR |
+2.62% |
2.820
Bid Size: 19,000 |
2.840
Ask Size: 19,000 |
Align Technology Inc |
210.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M5P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 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: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
3.00 |
| Implied volatility: |
2.14 |
| Historic volatility: |
0.42 |
| Parity: |
3.00 |
| Time value: |
0.11 |
| Break-even: |
226.50 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
5.29 |
| Spread abs.: |
0.06 |
| Spread %: |
1.97% |
| Delta: |
0.91 |
| Theta: |
-2.08 |
| Omega: |
6.59 |
| Rho: |
0.00 |
Quote data
| Open: |
3.160 |
| High: |
3.160 |
| Low: |
3.130 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.50% |
| 1 Month |
|
|
-44.89% |
| 3 Months |
|
|
-71.34% |
| YTD |
|
|
-58.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.540 |
3.050 |
| 1M High / 1M Low: |
5.680 |
3.050 |
| 6M High / 6M Low: |
11.420 |
3.050 |
| High (YTD): |
2024-03-28 |
11.420 |
| Low (YTD): |
2024-06-19 |
3.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.79% |
| Volatility 6M: |
|
116.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
