BVT Call 74 LRCX 21.02.2025
/ DE000VC9WWY9
BVT Call 74 LRCX 21.02.2025/ DE000VC9WWY9 /
| 1/24/2025 9:11:42 AM |
Chg.-0.070 |
Bid1:53:03 PM |
Ask1:53:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-7.22% |
0.890
Bid Size: 39,000 |
0.920
Ask Size: 39,000 |
Lam Research Corpora... |
74.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VC9WWY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.41 |
| Parity: |
0.69 |
| Time value: |
0.21 |
| Break-even: |
80.05 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.76 |
| Theta: |
-0.07 |
| Omega: |
6.54 |
| Rho: |
0.04 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.65% |
| 1 Month |
|
|
+76.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
+80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.860 |
| 1M High / 1M Low: |
1.000 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.000 |
| Low (YTD): |
1/2/2025 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |