BVT Call 70 LRCX 21.03.2025
/ DE000VC8R124
BVT Call 70 LRCX 21.03.2025/ DE000VC8R124 /
| 23/01/2025 08:24:58 |
Chg.-0.03 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-2.14% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
70.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC8R12 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/11/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.41 |
| Parity: |
1.27 |
| Time value: |
0.18 |
| Break-even: |
81.76 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
4.63 |
| Rho: |
0.08 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.48% |
| 1 Month |
|
|
+69.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
+69.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.24 |
| 1M High / 1M Low: |
1.40 |
0.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
1.40 |
| Low (YTD): |
02/01/2025 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |