BVT Call 620 KLAC 20.09.2024
/ DE000VM7NXT8
BVT Call 620 KLAC 20.09.2024/ DE000VM7NXT8 /
| 2024-07-30 10:37:57 AM |
Chg.0.000 |
Bid12:14:07 PM |
Ask12:14:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
0.00% |
1.560
Bid Size: 12,000 |
1.620
Ask Size: 12,000 |
KLA Corporation |
620.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NXT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
1.47 |
| Time value: |
0.10 |
| Break-even: |
730.06 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.90 |
| Theta: |
-0.29 |
| Omega: |
4.12 |
| Rho: |
0.70 |
Quote data
| Open: |
1.590 |
| High: |
1.590 |
| Low: |
1.590 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.59% |
| 1 Month |
|
|
-22.44% |
| 3 Months |
|
|
+45.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.530 |
| 1M High / 1M Low: |
2.560 |
1.500 |
| 6M High / 6M Low: |
2.560 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.377 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.25% |
| Volatility 6M: |
|
147.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
