BVT Call 76 LRCX 21.02.2025
/ DE000VC9WWX1
BVT Call 76 LRCX 21.02.2025/ DE000VC9WWX1 /
| 1/23/2025 7:45:10 PM |
Chg.-0.280 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-28.00% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
76.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VC9WWX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 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: |
8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.41 |
| Parity: |
0.70 |
| Time value: |
0.21 |
| Break-even: |
82.12 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
6.61 |
| Rho: |
0.04 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.680 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+84.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.720 |
| 1M High / 1M Low: |
1.000 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.000 |
| Low (YTD): |
1/2/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |