BVT Call 90 LRCX 20.12.2024
/ DE000VD4G7Q5
BVT Call 90 LRCX 20.12.2024/ DE000VD4G7Q5 /
| 2024-10-08 5:04:56 PM |
Chg.+0.010 |
Bid6:14:28 PM |
Ask6:14:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+3.03% |
0.330
Bid Size: 144,000 |
0.340
Ask Size: 144,000 |
Lam Research Corpora... |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4G7Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
-0.86 |
| Time value: |
0.33 |
| Break-even: |
85.31 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
7.82 |
| Rho: |
0.04 |
Quote data
| Open: |
0.320 |
| High: |
0.340 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+45.30% |
| 3 Months |
|
|
-85.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.330 |
| 1M High / 1M Low: |
0.480 |
0.191 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
