BVT Call 72 LRCX 21.02.2025
/ DE000VG1QPR2
BVT Call 72 LRCX 21.02.2025/ DE000VG1QPR2 /
| 1/24/2025 10:31:11 AM |
Chg.+0.070 |
Bid1:56:55 PM |
Ask1:56:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+7.07% |
1.050
Bid Size: 36,000 |
1.080
Ask Size: 36,000 |
Lam Research Corpora... |
72.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1QPR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 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: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.41 |
| Parity: |
0.89 |
| Time value: |
0.16 |
| Break-even: |
79.63 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
5.95 |
| Rho: |
0.04 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.00% |
| 1 Month |
|
|
+58.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
+76.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.990 |
| 1M High / 1M Low: |
1.310 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.310 |
| Low (YTD): |
1/2/2025 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |