BVT Call 660 KLAC 20.09.2024
/ DE000VM7NXS0
BVT Call 660 KLAC 20.09.2024/ DE000VM7NXS0 /
| 2024-07-30 10:10:30 AM |
Chg.-0.030 |
Bid11:58:24 AM |
Ask11:58:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-2.34% |
1.240
Bid Size: 12,000 |
1.300
Ask Size: 12,000 |
KLA Corporation |
660.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NXS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 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: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.31 |
| Parity: |
1.10 |
| Time value: |
0.14 |
| Break-even: |
734.03 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.85 |
| Theta: |
-0.35 |
| Omega: |
4.92 |
| Rho: |
0.69 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.250 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.97% |
| 1 Month |
|
|
-27.33% |
| 3 Months |
|
|
+50.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.200 |
| 1M High / 1M Low: |
2.200 |
1.170 |
| 6M High / 6M Low: |
2.200 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.16% |
| Volatility 6M: |
|
167.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
