BVT Put 125 ARM 03.01.2025
/ DE000VG0LSL2
BVT Put 125 ARM 03.01.2025/ DE000VG0LSL2 /
2024-12-23 8:25:32 AM |
Chg.-0.090 |
Bid12:21:07 PM |
Ask12:21:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-21.43% |
0.460 Bid Size: 21,000 |
0.480 Ask Size: 21,000 |
ARM Holdings PLC |
125.00 USD |
2025-01-03 |
Put |
Master data
WKN: |
VG0LSL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ARM Holdings PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
2025-01-03 |
Issue date: |
2024-12-10 |
Last trading day: |
2025-01-03 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-35.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.83 |
Parity: |
-0.69 |
Time value: |
0.36 |
Break-even: |
116.21 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
12.89 |
Spread abs.: |
0.02 |
Spread %: |
5.88% |
Delta: |
-0.31 |
Theta: |
-0.27 |
Omega: |
-10.94 |
Rho: |
-0.01 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+423.81% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.063 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.198 |
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: |
|
- |