BVT Put 760 KLA 20.12.2024
/ DE000VD6DKH4
BVT Put 760 KLA 20.12.2024/ DE000VD6DKH4 /
2024-09-05 8:56:42 AM |
Chg.-0.060 |
Bid8:01:31 PM |
Ask8:01:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-7.89% |
0.740 Bid Size: 162,000 |
0.750 Ask Size: 162,000 |
KLA CORP. DL ... |
760.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD6DKH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
KLA CORP. DL -,001 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
760.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-20 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.88 |
Implied volatility: |
- |
Historic volatility: |
0.35 |
Parity: |
0.88 |
Time value: |
-0.17 |
Break-even: |
689.00 |
Moneyness: |
1.13 |
Premium: |
-0.02 |
Premium p.a.: |
-0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.43% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.760 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+40.00% |
1 Month |
|
|
-38.60% |
3 Months |
|
|
+4.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.400 |
1M High / 1M Low: |
1.140 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.506 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.600 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
371.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |