BVT Call 560 KLAC 21.06.2024
/ DE000VM58H78
BVT Call 560 KLAC 21.06.2024/ DE000VM58H78 /
| 2024-06-06 8:38:25 AM |
Chg.+0.27 |
Bid10:39:45 AM |
Ask10:39:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+14.67% |
2.12
Bid Size: 11,000 |
2.15
Ask Size: 11,000 |
KLA Corporation |
560.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58H7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
560.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.29 |
| Parity: |
2.07 |
| Time value: |
0.04 |
| Break-even: |
725.99 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.95 |
| Theta: |
-0.56 |
| Omega: |
3.26 |
| Rho: |
0.20 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.65% |
| 1 Month |
|
|
+58.65% |
| 3 Months |
|
|
+37.91% |
| YTD |
|
|
+210.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.80 |
| 1M High / 1M Low: |
2.13 |
1.33 |
| 6M High / 6M Low: |
2.13 |
0.40 |
| High (YTD): |
2024-05-29 |
2.13 |
| Low (YTD): |
2024-01-05 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.09% |
| Volatility 6M: |
|
166.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
