BVT Call 230 ALGN 21.06.2024
/ DE000VM4M5T6
BVT Call 230 ALGN 21.06.2024/ DE000VM4M5T6 /
| 2024-06-20 8:57:40 AM |
Chg.+0.02 |
Bid4:00:45 PM |
Ask4:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+1.59% |
1.00
Bid Size: 20,000 |
1.04
Ask Size: 20,000 |
Align Technology Inc |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4M5T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
17.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.42 |
| Parity: |
1.14 |
| Time value: |
0.13 |
| Break-even: |
226.71 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
7.82 |
| Spread abs.: |
0.06 |
| Spread %: |
4.96% |
| Delta: |
0.82 |
| Theta: |
-1.75 |
| Omega: |
14.54 |
| Rho: |
0.00 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.84% |
| 1 Month |
|
|
-68.86% |
| 3 Months |
|
|
-85.15% |
| YTD |
|
|
-79.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.98 |
1.26 |
| 1M High / 1M Low: |
4.11 |
1.26 |
| 6M High / 6M Low: |
9.89 |
1.26 |
| High (YTD): |
2024-03-21 |
9.89 |
| Low (YTD): |
2024-06-19 |
1.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.44% |
| Volatility 6M: |
|
183.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
