BVT Call 220 ALGN 21.06.2024
/ DE000VM4M5S8
BVT Call 220 ALGN 21.06.2024/ DE000VM4M5S8 /
| 2024-06-20 1:52:26 PM |
Chg.+0.060 |
Bid4:06:42 PM |
Ask4:06:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.180EUR |
+2.83% |
1.810
Bid Size: 1,900 |
1.830
Ask Size: 1,900 |
Align Technology Inc |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M5S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.42 |
| Parity: |
2.07 |
| Time value: |
0.11 |
| Break-even: |
226.51 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
5.34 |
| Spread abs.: |
0.06 |
| Spread %: |
2.83% |
| Delta: |
0.88 |
| Theta: |
-1.88 |
| Omega: |
9.13 |
| Rho: |
0.00 |
Quote data
| Open: |
2.220 |
| High: |
2.220 |
| Low: |
2.180 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.02% |
| 1 Month |
|
|
-54.20% |
| 3 Months |
|
|
-78.94% |
| YTD |
|
|
-68.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.640 |
2.120 |
| 1M High / 1M Low: |
4.760 |
2.120 |
| 6M High / 6M Low: |
10.550 |
2.120 |
| High (YTD): |
2024-03-28 |
10.550 |
| Low (YTD): |
2024-06-19 |
2.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.030 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.99% |
| Volatility 6M: |
|
134.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
