BVT Put 120 ARM 27.12.2024/  DE000VC9ZUT6  /

EUWAX
2024-12-20  3:39:00 PM Chg.+0.117 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.200EUR +140.96% -
Bid Size: -
-
Ask Size: -
ARM Holdings PLC 120.00 USD 2024-12-27 Put
 

Master data

WKN: VC9ZUT
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Put
Strike price: 120.00 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: -93.17
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.83
Parity: -1.17
Time value: 0.14
Break-even: 113.70
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 10.57%
Delta: -0.17
Theta: -0.29
Omega: -16.16
Rho: 0.00
 

Quote data

Open: 0.207
High: 0.207
Low: 0.200
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1076.47%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.028
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
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:   -