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: |
|
- |
