BVT Put 640 KLAC 20.09.2024
/ DE000VM8Z4K9
BVT Put 640 KLAC 20.09.2024/ DE000VM8Z4K9 /
| 2024-07-29 8:01:25 PM |
Chg.+0.003 |
Bid9:17:47 AM |
Ask9:17:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
+5.36% |
0.062
Bid Size: 22,000 |
0.072
Ask Size: 22,000 |
KLA Corporation |
640.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM8Z4K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
640.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-97.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
-1.28 |
| Time value: |
0.07 |
| Break-even: |
584.14 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.01 |
| Spread %: |
15.63% |
| Delta: |
-0.11 |
| Theta: |
-0.22 |
| Omega: |
-10.78 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.055 |
| High: |
0.059 |
| Low: |
0.051 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.11% |
| 1 Month |
|
|
+51.28% |
| 3 Months |
|
|
-80.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.086 |
0.045 |
| 1M High / 1M Low: |
0.107 |
0.015 |
| 6M High / 6M Low: |
0.740 |
0.015 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
930.51% |
| Volatility 6M: |
|
417.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
