BVT Call 70 LRCX 21.02.2025
/ DE000VG1QQH1
BVT Call 70 LRCX 21.02.2025/ DE000VG1QQH1 /
| 1/24/2025 9:13:20 AM |
Chg.-0.07 |
Bid8:23:11 PM |
Ask8:23:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-5.43% |
1.02
Bid Size: 78,000 |
1.03
Ask Size: 78,000 |
Lam Research Corpora... |
70.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1QQH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/23/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.41 |
| Parity: |
1.08 |
| Time value: |
0.13 |
| Break-even: |
79.31 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
5.41 |
| Rho: |
0.04 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
+58.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
+74.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.16 |
| 1M High / 1M Low: |
1.32 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.32 |
| Low (YTD): |
1/2/2025 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |