BVT Call 660 KLAC 20.09.2024/  DE000VM7NXS0  /

EUWAX
7/31/2024  8:45:00 AM Chg.+0.03 Bid11:53:04 AM Ask11:53:04 AM Underlying Strike price Expiration date Option type
1.26EUR +2.44% 1.31
Bid Size: 13,000
1.37
Ask Size: 13,000
KLA Corporation 660.00 USD 9/20/2024 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: 9/20/2024
Issue date: 1/2/2024
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.44
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.91
Implied volatility: 0.49
Historic volatility: 0.31
Parity: 0.91
Time value: 0.18
Break-even: 719.23
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.81
Theta: -0.38
Omega: 5.22
Rho: 0.64
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -22.70%
3 Months  
+31.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.14
1M High / 1M Low: 2.27 1.14
6M High / 6M Low: 2.27 0.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.15%
Volatility 6M:   177.55%
Volatility 1Y:   -
Volatility 3Y:   -