BVT Put 125 ARM 03.01.2025
/ DE000VG0LSL2
BVT Put 125 ARM 03.01.2025/ DE000VG0LSL2 /
| 23/12/2024 08:25:32 |
Chg.-0.090 |
Bid12:46:48 |
Ask12:46:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-21.43% |
0.480
Bid Size: 22,000 |
0.500
Ask Size: 22,000 |
ARM Holdings PLC |
125.00 USD |
03/01/2025 |
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: |
03/01/2025 |
| Issue date: |
10/12/2024 |
| Last trading day: |
03/01/2025 |
| 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: |
|
- |
