BVT Call 800 KLAC 21.06.2024
/ DE000VD0HJS7
BVT Call 800 KLAC 21.06.2024/ DE000VD0HJS7 /
| 2024-06-06 9:48:59 AM |
Chg.+0.082 |
Bid12:12:24 PM |
Ask12:12:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.149EUR |
+122.39% |
0.155
Bid Size: 22,000 |
0.168
Ask Size: 22,000 |
KLA Corporation |
800.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD0HJS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 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: |
45.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-0.14 |
| Time value: |
0.16 |
| Break-even: |
751.60 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.01 |
| Spread %: |
6.71% |
| Delta: |
0.42 |
| Theta: |
-0.73 |
| Omega: |
19.16 |
| Rho: |
0.12 |
Quote data
| Open: |
0.149 |
| High: |
0.149 |
| Low: |
0.149 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.17% |
| 1 Month |
|
|
+156.90% |
| 3 Months |
|
|
-40.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.061 |
| 1M High / 1M Low: |
0.198 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
579.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
