BVT Call 680 KLAC 21.06.2024
/ DE000VM67643
BVT Call 680 KLAC 21.06.2024/ DE000VM67643 /
| 2024-06-06 1:46:49 PM |
Chg.+0.060 |
Bid2:59:31 PM |
Ask2:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+6.19% |
1.020
Bid Size: 15,000 |
1.040
Ask Size: 15,000 |
KLA Corporation |
680.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6764 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.29 |
| Parity: |
0.97 |
| Time value: |
0.05 |
| Break-even: |
727.35 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.90 |
| Theta: |
-0.58 |
| Omega: |
6.34 |
| Rho: |
0.22 |
Quote data
| Open: |
1.010 |
| High: |
1.030 |
| Low: |
1.010 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.96% |
| 1 Month |
|
|
+94.34% |
| 3 Months |
|
|
+39.19% |
| YTD |
|
|
+370.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.630 |
| 1M High / 1M Low: |
1.050 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-28 |
1.050 |
| Low (YTD): |
2024-01-05 |
0.112 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
