BVT Call 760 KLAC 20.09.2024
/ DE000VM821D3
BVT Call 760 KLAC 20.09.2024/ DE000VM821D3 /
| 05/09/2024 19:43:16 |
Chg.-0.048 |
Bid19:47:06 |
Ask19:47:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
-22.54% |
0.173
Bid Size: 160,000 |
0.183
Ask Size: 160,000 |
KLA Corporation |
760.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM821D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.35 |
| Parity: |
-0.13 |
| Time value: |
0.22 |
| Break-even: |
708.01 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
2.50 |
| Spread abs.: |
0.01 |
| Spread %: |
4.74% |
| Delta: |
0.45 |
| Theta: |
-0.94 |
| Omega: |
13.68 |
| Rho: |
0.12 |
Quote data
| Open: |
0.214 |
| High: |
0.217 |
| Low: |
0.165 |
| Previous Close: |
0.213 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.37% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
-76.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.213 |
| 1M High / 1M Low: |
0.870 |
0.213 |
| 6M High / 6M Low: |
1.380 |
0.208 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.465 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
1,608.696 |
| Avg. price 6M: |
|
0.622 |
| Avg. volume 6M: |
|
286.822 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.61% |
| Volatility 6M: |
|
288.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
