BVT Call 980 KLAC 20.09.2024
/ DE000VD7Z1L3
BVT Call 980 KLAC 20.09.2024/ DE000VD7Z1L3 /
| 7/16/2024 8:55:47 AM |
Chg.-0.015 |
Bid9:30:45 AM |
Ask9:30:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.195EUR |
-7.14% |
0.207
Bid Size: 20,000 |
0.224
Ask Size: 20,000 |
KLA Corporation |
980.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD7Z1L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
980.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
-1.12 |
| Time value: |
0.20 |
| Break-even: |
919.22 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.26 |
| Theta: |
-0.36 |
| Omega: |
10.32 |
| Rho: |
0.34 |
Quote data
| Open: |
0.195 |
| High: |
0.195 |
| Low: |
0.195 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.58% |
| 1 Month |
|
|
+24.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.168 |
| 1M High / 1M Low: |
0.290 |
0.101 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
