BVT Call 780 KLAC 21.06.2024
/ DE000VD0HJP3
BVT Call 780 KLAC 21.06.2024/ DE000VD0HJP3 /
| 2024-06-06 8:56:20 AM |
Chg.+0.124 |
Bid10:39:45 AM |
Ask10:39:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+106.90% |
0.250
Bid Size: 19,000 |
0.270
Ask Size: 19,000 |
KLA Corporation |
780.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0HJP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.05 |
| Time value: |
0.20 |
| Break-even: |
741.71 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
4.27% |
| Delta: |
0.56 |
| Theta: |
-0.75 |
| Omega: |
16.47 |
| Rho: |
0.16 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.116 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.73% |
| 1 Month |
|
|
+175.86% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.108 |
| 1M High / 1M Low: |
0.280 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
509.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
