BVT Call 540 KLAC 20.09.2024
/ DE000VM73AE5
BVT Call 540 KLAC 20.09.2024/ DE000VM73AE5 /
| 14/08/2024 08:46:48 |
Chg.+0.30 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+14.49% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
540.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM73AE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.34 |
| Parity: |
2.31 |
| Time value: |
0.06 |
| Break-even: |
728.09 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.95 |
| Theta: |
-0.31 |
| Omega: |
2.89 |
| Rho: |
0.45 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.99% |
| 1 Month |
|
|
-18.84% |
| 3 Months |
|
|
+34.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.54 |
| 1M High / 1M Low: |
3.07 |
1.43 |
| 6M High / 6M Low: |
3.34 |
1.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.42% |
| Volatility 6M: |
|
138.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
