BVT Call 140 ARM 27.12.2024
/ DE000VC9ZUZ3
BVT Call 140 ARM 27.12.2024/ DE000VC9ZUZ3 /
2024-12-20 7:45:42 PM |
Chg.-0.070 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-23.33% |
- Bid Size: - |
- Ask Size: - |
ARM Holdings PLC |
140.00 USD |
2024-12-27 |
Call |
Master data
WKN: |
VC9ZUZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ARM Holdings PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 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: |
58.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.83 |
Parity: |
-0.75 |
Time value: |
0.22 |
Break-even: |
136.42 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
88.15 |
Spread abs.: |
0.01 |
Spread %: |
6.34% |
Delta: |
0.29 |
Theta: |
-0.36 |
Omega: |
17.13 |
Rho: |
0.01 |
Quote data
Open: |
0.204 |
High: |
0.250 |
Low: |
0.183 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-84.97% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.230 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.626 |
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: |
|
- |