BVT Put 640 KLAC 20.09.2024
/ DE000VM8Z4K9
BVT Put 640 KLAC 20.09.2024/ DE000VM8Z4K9 /
06/09/2024 08:58:36 |
Chg.+0.012 |
Bid21:17:54 |
Ask21:17:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
+38.71% |
0.065 Bid Size: 168,000 |
0.075 Ask Size: 168,000 |
KLA Corporation |
640.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
24/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-131.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.35 |
Parity: |
-0.79 |
Time value: |
0.05 |
Break-even: |
571.00 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
22.42 |
Spread abs.: |
0.01 |
Spread %: |
25.00% |
Delta: |
-0.12 |
Theta: |
-0.56 |
Omega: |
-16.17 |
Rho: |
-0.03 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+514.29% |
1 Month |
|
|
-82.80% |
3 Months |
|
|
-50.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.005 |
1M High / 1M Low: |
0.250 |
0.005 |
6M High / 6M Low: |
0.560 |
0.005 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.175 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
3,782.78% |
Volatility 6M: |
|
1,718.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |