BVT Call 680 KLAC 20.09.2024
/ DE000VM7NX62
BVT Call 680 KLAC 20.09.2024/ DE000VM7NX62 /
06/09/2024 08:49:15 |
Chg.-0.170 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-25.00% |
- Bid Size: - |
- Ask Size: - |
KLA Corporation |
680.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7NX6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
KLA Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
680.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.58 |
Historic volatility: |
0.35 |
Parity: |
0.43 |
Time value: |
0.13 |
Break-even: |
668.00 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
0.75 |
Theta: |
-0.89 |
Omega: |
8.75 |
Rho: |
0.17 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-54.87% |
1 Month |
|
|
-23.88% |
3 Months |
|
|
-58.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.290 |
0.590 |
1M High / 1M Low: |
1.490 |
0.550 |
6M High / 6M Low: |
2.100 |
0.420 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.996 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.073 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.086 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
354.74% |
Volatility 6M: |
|
239.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |