BVT Call 210 ALGN 21.03.2025
/ DE000VC6LFB1
BVT Call 210 ALGN 21.03.2025/ DE000VC6LFB1 /
| 10/01/2025 08:51:42 |
Chg.-0.01 |
Bid12:35:28 |
Ask12:35:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-0.45% |
2.25
Bid Size: 7,000 |
2.35
Ask Size: 7,000 |
Align Technology Inc |
210.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC6LFB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
24/10/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.35 |
| Parity: |
0.52 |
| Time value: |
1.80 |
| Break-even: |
227.15 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.08 |
| Spread %: |
3.57% |
| Delta: |
0.60 |
| Theta: |
-0.15 |
| Omega: |
5.39 |
| Rho: |
0.20 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.24% |
| 1 Month |
|
|
-43.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
+8.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.89 |
| 1M High / 1M Low: |
3.98 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
2.46 |
| Low (YTD): |
06/01/2025 |
1.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |