BVT Call 740 KLAC 20.09.2024
/ DE000VM8Z4Z7
BVT Call 740 KLAC 20.09.2024/ DE000VM8Z4Z7 /
05/09/2024 20:03:01 |
Chg.-0.070 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-23.33% |
- Bid Size: - |
- Ask Size: - |
KLA Corporation |
740.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM8Z4Z |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
KLA Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
740.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
24/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.52 |
Historic volatility: |
0.35 |
Parity: |
0.05 |
Time value: |
0.26 |
Break-even: |
698.86 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.55 |
Theta: |
-0.97 |
Omega: |
11.98 |
Rho: |
0.14 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.229 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-72.94% |
1 Month |
|
|
-36.11% |
3 Months |
|
|
-71.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.300 |
1M High / 1M Low: |
1.020 |
0.300 |
6M High / 6M Low: |
1.530 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.655 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.722 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
440.84% |
Volatility 6M: |
|
273.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |