BVT Put 125 ARM 27.12.2024
/ DE000VC9ZU29
BVT Put 125 ARM 27.12.2024/ DE000VC9ZU29 /
| 2024-12-23 8:13:33 AM |
Chg.-0.040 |
Bid8:42:06 AM |
Ask8:42:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-13.79% |
0.250
Bid Size: 16,000 |
0.270
Ask Size: 16,000 |
ARM Holdings PLC |
125.00 USD |
2024-12-27 |
Put |
Master data
| WKN: |
VC9ZU2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 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: |
-53.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.83 |
| Parity: |
-0.69 |
| Time value: |
0.24 |
| Break-even: |
117.49 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
70.91 |
| Spread abs.: |
0.01 |
| Spread %: |
5.80% |
| Delta: |
-0.28 |
| Theta: |
-0.36 |
| Omega: |
-14.80 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+557.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.038 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| 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: |
|
- |
