BVT Call 680 KLAC 20.09.2024
/ DE000VM7NX62
BVT Call 680 KLAC 20.09.2024/ DE000VM7NX62 /
2024-07-31 8:45:00 AM |
Chg.+0.03 |
Bid9:30:56 AM |
Ask9:30:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
+2.80% |
1.07 Bid Size: 14,000 |
1.12 Ask Size: 14,000 |
KLA Corporation |
680.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.46 |
Historic volatility: |
0.31 |
Parity: |
0.91 |
Time value: |
0.17 |
Break-even: |
736.51 |
Moneyness: |
1.14 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.82 |
Theta: |
-0.37 |
Omega: |
5.43 |
Rho: |
0.68 |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.00% |
1 Month |
|
|
-25.17% |
3 Months |
|
|
+30.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.25 |
0.99 |
1M High / 1M Low: |
2.10 |
0.99 |
6M High / 6M Low: |
2.10 |
0.32 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.00 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.20% |
Volatility 6M: |
|
191.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |