BVT Put 680 KLA 20.09.2024
/ DE000VD0HJR9
BVT Put 680 KLA 20.09.2024/ DE000VD0HJR9 /
| 2024-09-05 4:42:17 PM |
Chg.+0.007 |
Bid5:07:34 PM |
Ask5:07:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
+9.21% |
0.098
Bid Size: 160,000 |
0.108
Ask Size: 160,000 |
KLA CORP. DL ... |
680.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
VD0HJR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA CORP. DL -,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
680.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-73.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.35 |
| Parity: |
0.08 |
| Time value: |
0.02 |
| Break-even: |
670.90 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
12.35% |
| Delta: |
-0.69 |
| Theta: |
-0.11 |
| Omega: |
-50.93 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.078 |
| High: |
0.083 |
| Low: |
0.076 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+591.67% |
| 1 Month |
|
|
-77.57% |
| 3 Months |
|
|
-48.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.011 |
| 1M High / 1M Low: |
0.370 |
0.011 |
| 6M High / 6M Low: |
0.770 |
0.011 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,978.84% |
| Volatility 6M: |
|
899.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
