BVT Call 640 KLAC 21.06.2024
/ DE000VM58HC5
BVT Call 640 KLAC 21.06.2024/ DE000VM58HC5 /
| 2024-06-06 7:42:47 PM |
Chg.+0.010 |
Bid9:58:38 PM |
Ask9:58:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+0.75% |
-
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: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.29 |
| Parity: |
1.33 |
| Time value: |
0.05 |
| Break-even: |
726.56 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
0.93 |
| Theta: |
-0.56 |
| Omega: |
4.84 |
| Rho: |
0.22 |
Quote data
| Open: |
1.370 |
| High: |
1.390 |
| Low: |
1.300 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.88% |
| 1 Month |
|
|
+65.43% |
| 3 Months |
|
|
+34.00% |
| YTD |
|
|
+306.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.980 |
| 1M High / 1M Low: |
1.410 |
0.750 |
| 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: |
|
1.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.56% |
| Volatility 6M: |
|
239.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
