BVT Call 820 KLAC 20.09.2024
/ DE000VD0HH41
BVT Call 820 KLAC 20.09.2024/ DE000VD0HH41 /
| 2024-06-19 8:57:15 AM |
Chg.+0.100 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+12.35% |
-
Bid Size: - |
-
Ask Size: - |
KLA Corporation |
820.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0HH4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
KLA Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.40 |
| Time value: |
0.50 |
| Break-even: |
853.59 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.65 |
| Theta: |
-0.37 |
| Omega: |
5.85 |
| Rho: |
1.11 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.00% |
| 1 Month |
|
|
+167.65% |
| 3 Months |
|
|
+203.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.500 |
| 1M High / 1M Low: |
0.810 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
