BVT Put 90 LRCX 20.12.2024
/ DE000VD23A52
BVT Put 90 LRCX 20.12.2024/ DE000VD23A52 /
| 2024-11-11 8:55:43 AM |
Chg.+0.06 |
Bid10:30:04 AM |
Ask10:30:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+5.56% |
1.13
Bid Size: 29,000 |
1.18
Ask Size: 29,000 |
Lam Research Corpora... |
90.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
VD23A5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
1.10 |
| Time value: |
0.07 |
| Break-even: |
72.31 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
-0.82 |
| Theta: |
-0.03 |
| Omega: |
-5.10 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.38% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
-14.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.08 |
| 1M High / 1M Low: |
1.68 |
0.80 |
| 6M High / 6M Low: |
1.68 |
0.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
61.63 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.73% |
| Volatility 6M: |
|
247.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
