BVT Call 960 KLAC 20.12.2024
/ DE000VD6K5K4
BVT Call 960 KLAC 20.12.2024/ DE000VD6K5K4 /
2024-09-05 8:39:57 AM |
Chg.+0.017 |
Bid8:02:51 PM |
Ask8:02:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.143EUR |
+13.49% |
0.125 Bid Size: 162,000 |
0.135 Ask Size: 162,000 |
KLA Corporation |
960.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD6K5K |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
KLA Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
960.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-22 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
43.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.35 |
Parity: |
-1.94 |
Time value: |
0.16 |
Break-even: |
881.91 |
Moneyness: |
0.78 |
Premium: |
0.31 |
Premium p.a.: |
1.54 |
Spread abs.: |
0.01 |
Spread %: |
6.90% |
Delta: |
0.19 |
Theta: |
-0.22 |
Omega: |
8.29 |
Rho: |
0.33 |
Quote data
Open: |
0.143 |
High: |
0.143 |
Low: |
0.143 |
Previous Close: |
0.126 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.42% |
1 Month |
|
|
+276.32% |
3 Months |
|
|
-40.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.126 |
1M High / 1M Low: |
0.380 |
0.038 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.235 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,436.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |