BVT Call 860 KLAC 20.09.2024
/ DE000VD0WLU8
BVT Call 860 KLAC 20.09.2024/ DE000VD0WLU8 /
| 7/5/2024 8:52:21 AM |
Chg.+0.030 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
860.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD0WLU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/23/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
-0.04 |
| Time value: |
0.56 |
| Break-even: |
849.40 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.54 |
| Theta: |
-0.40 |
| Omega: |
7.60 |
| Rho: |
0.77 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.26% |
| 1 Month |
|
|
+103.45% |
| 3 Months |
|
|
+231.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.440 |
| 1M High / 1M Low: |
0.710 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
