BVT Put 80 LRCX 21.02.2025
/ DE000VG3NUZ8
BVT Put 80 LRCX 21.02.2025/ DE000VG3NUZ8 /
| 1/23/2025 8:05:09 PM |
Chg.+0.130 |
Bid9:16:07 AM |
Ask9:17:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+52.00% |
0.350
Bid Size: 48,000 |
0.380
Ask Size: 48,000 |
Lam Research Corpora... |
80.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
VG3NUZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/20/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
-0.31 |
| Time value: |
0.30 |
| Break-even: |
73.86 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
-0.36 |
| Theta: |
-0.07 |
| Omega: |
-9.52 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.320 |
| High: |
0.380 |
| Low: |
0.320 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |