BVT Put 680 KLA 20.09.2024
/ DE000VD0HJR9
BVT Put 680 KLA 20.09.2024/ DE000VD0HJR9 /
9/5/2024 4:42:17 PM |
Chg.+0.007 |
Bid6:25:41 PM |
Ask6:25:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.083EUR |
+9.21% |
0.100 Bid Size: 162,000 |
0.110 Ask Size: 162,000 |
KLA CORP. DL ... |
680.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
2/19/2024 |
Last trading day: |
9/20/2024 |
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: |
|
- |