BVT Call 130 ARM 27.12.2024/  DE000VC9ZUM1  /

EUWAX
2024-12-20  3:39:05 PM Chg.-0.500 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.500EUR -50.00% -
Bid Size: -
-
Ask Size: -
ARM Holdings PLC 130.00 USD 2024-12-27 Call
 

Master data

WKN: VC9ZUM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2024-12-27
Issue date: 2024-12-03
Last trading day: 2024-12-27
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.44
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.21
Implied volatility: 0.79
Historic volatility: 0.83
Parity: 0.21
Time value: 0.41
Break-even: 130.85
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 6.06
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.59
Theta: -0.42
Omega: 11.98
Rho: 0.01
 

Quote data

Open: 0.490
High: 0.500
Low: 0.490
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.54%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.220 0.500
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.360
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -