BVT Call 800 KLAC 20.12.2024
/ DE000VD3R6Y9
BVT Call 800 KLAC 20.12.2024/ DE000VD3R6Y9 /
| 11/12/2024 8:44:36 AM |
Chg.-0.017 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-36.96% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
800.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3R6Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
156.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.39 |
| Parity: |
-1.26 |
| Time value: |
0.04 |
| Break-even: |
754.25 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
5.12 |
| Spread abs.: |
0.01 |
| Spread %: |
33.33% |
| Delta: |
0.10 |
| Theta: |
-0.21 |
| Omega: |
16.29 |
| Rho: |
0.06 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.28% |
| 1 Month |
|
|
-95.00% |
| 3 Months |
|
|
-95.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.043 |
| 1M High / 1M Low: |
0.770 |
0.043 |
| 6M High / 6M Low: |
1.420 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.76% |
| Volatility 6M: |
|
287.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
