BVT Call 660 KLAC 21.06.2024
/ DE000VM6XKF5
BVT Call 660 KLAC 21.06.2024/ DE000VM6XKF5 /
| 2024-06-14 8:43:37 AM |
Chg.-0.02 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-1.22% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
660.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6XKF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.30 |
| Parity: |
1.54 |
| Time value: |
0.03 |
| Break-even: |
773.55 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.95 |
| Theta: |
-1.06 |
| Omega: |
4.65 |
| Rho: |
0.09 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.28% |
| 1 Month |
|
|
+78.02% |
| 3 Months |
|
|
+138.24% |
| YTD |
|
|
+500.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.03 |
| 1M High / 1M Low: |
1.64 |
0.88 |
| 6M High / 6M Low: |
1.64 |
0.14 |
| High (YTD): |
2024-06-13 |
1.64 |
| Low (YTD): |
2024-01-05 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.39% |
| Volatility 6M: |
|
264.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
