BVT Call 560 KLAC 20.09.2024
/ DE000VM73A35
BVT Call 560 KLAC 20.09.2024/ DE000VM73A35 /
| 7/31/2024 8:44:01 AM |
Chg.+0.03 |
Bid10:08:58 AM |
Ask10:08:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+1.44% |
2.10
Bid Size: 12,000 |
2.16
Ask Size: 12,000 |
KLA Corporation |
560.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM73A3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.31 |
| Parity: |
1.84 |
| Time value: |
0.08 |
| Break-even: |
709.77 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.93 |
| Theta: |
-0.26 |
| Omega: |
3.40 |
| Rho: |
0.64 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.64% |
| 1 Month |
|
|
-15.26% |
| 3 Months |
|
|
+27.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.97 |
| 1M High / 1M Low: |
3.16 |
1.97 |
| 6M High / 6M Low: |
3.16 |
0.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.34% |
| Volatility 6M: |
|
126.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
