BVT Call 760 KLAC 21.06.2024
/ DE000VM98AB8
BVT Call 760 KLAC 21.06.2024/ DE000VM98AB8 /
| 2024-06-06 8:25:54 AM |
Chg.+0.161 |
Bid9:25:08 PM |
Ask9:25:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+85.19% |
0.310
Bid Size: 99,000 |
0.320
Ask Size: 99,000 |
KLA Corporation |
760.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM98AB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.23 |
| Time value: |
0.13 |
| Break-even: |
734.92 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.68 |
| Theta: |
-0.71 |
| Omega: |
13.69 |
| Rho: |
0.19 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.189 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+180.00% |
| 3 Months |
|
|
-2.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.183 |
| 1M High / 1M Low: |
0.390 |
0.123 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.231 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
