BVT Call 190 ARM 17.01.2025
/ DE000VM95GJ4
BVT Call 190 ARM 17.01.2025/ DE000VM95GJ4 /
| 2024-12-23 4:55:06 PM |
Chg.-0.005 |
Bid5:36:26 PM |
Ask5:28:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
-41.67% |
0.006
Bid Size: 106,000 |
0.061
Ask Size: 106,000 |
ARM Holdings PLC |
190.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VM95GJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
201.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.83 |
| Parity: |
-5.54 |
| Time value: |
0.06 |
| Break-even: |
182.74 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
350.00% |
| Delta: |
0.06 |
| Theta: |
-0.06 |
| Omega: |
11.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.006 |
| High: |
0.008 |
| Low: |
0.006 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-94.26% |
| 1 Month |
|
|
-91.57% |
| 3 Months |
|
|
-99.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.012 |
| 1M High / 1M Low: |
0.184 |
0.012 |
| 6M High / 6M Low: |
3.610 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.900 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
721.15% |
| Volatility 6M: |
|
384.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
