BVT Call 70 LRCX 21.02.2025/  DE000VG1QQH1  /

EUWAX
1/23/2025  9:13:42 AM Chg.-0.03 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.29EUR -2.27% -
Bid Size: -
-
Ask Size: -
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: 5.80
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.27
Implied volatility: 0.59
Historic volatility: 0.41
Parity: 1.27
Time value: 0.11
Break-even: 81.06
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.73%
Delta: 0.87
Theta: -0.05
Omega: 5.05
Rho: 0.04
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.21%
1 Month  
+67.53%
3 Months     -
YTD  
+84.29%
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:   -