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: |
|
- |
