BVT Put 220 ALGN 20.12.2024
/ DE000VD3LNC9
BVT Put 220 ALGN 20.12.2024/ DE000VD3LNC9 /
| 2024-09-26 8:44:52 AM |
Chg.+0.06 |
Bid7:52:04 AM |
Ask7:52:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+6.00% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
220.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD3LNC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.40 |
| Parity: |
0.22 |
| Time value: |
0.93 |
| Break-even: |
208.50 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
-0.48 |
| Theta: |
-0.06 |
| Omega: |
-9.10 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.84% |
| 1 Month |
|
|
-26.39% |
| 3 Months |
|
|
-34.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.87 |
| 1M High / 1M Low: |
1.95 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
