BVT Call 640 KLAC 21.06.2024
/ DE000VM58HC5
BVT Call 640 KLAC 21.06.2024/ DE000VM58HC5 /
| 2024-05-31 7:42:29 PM |
Chg.-0.290 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-22.48% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
640.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58HC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 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: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
1.10 |
| Time value: |
0.05 |
| Break-even: |
704.94 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.92 |
| Theta: |
-0.40 |
| Omega: |
5.59 |
| Rho: |
0.29 |
Quote data
| Open: |
1.210 |
| High: |
1.220 |
| Low: |
1.000 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+203.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.000 |
| 1M High / 1M Low: |
1.410 |
0.550 |
| 6M High / 6M Low: |
1.410 |
0.168 |
| High (YTD): |
2024-05-28 |
1.410 |
| Low (YTD): |
2024-01-05 |
0.186 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.619 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.58% |
| Volatility 6M: |
|
236.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
