BVT Call 920 KLAC 20.09.2024
/ DE000VD6K5J6
BVT Call 920 KLAC 20.09.2024/ DE000VD6K5J6 /
| 2024-07-30 10:33:34 AM |
Chg.-0.002 |
Bid11:52:41 AM |
Ask11:52:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-2.27% |
0.082
Bid Size: 22,000 |
0.092
Ask Size: 22,000 |
KLA Corporation |
920.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD6K5J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
920.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-1.31 |
| Time value: |
0.09 |
| Break-even: |
859.54 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
2.48 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
0.17 |
| Theta: |
-0.28 |
| Omega: |
13.02 |
| Rho: |
0.16 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.91% |
| 1 Month |
|
|
-69.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.088 |
| 1M High / 1M Low: |
0.450 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
