BVT Put 135 ARM 03.01.2025
/ DE000VG0LSD9
BVT Put 135 ARM 03.01.2025/ DE000VG0LSD9 /
| 2024-12-23 8:25:30 AM |
Chg.-0.120 |
Bid2024-12-23 |
Ask2024-12-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-13.95% |
0.740
Bid Size: 15,000 |
0.790
Ask Size: 15,000 |
ARM Holdings PLC |
135.00 USD |
2025-01-03 |
Put |
Master data
| WKN: |
VG0LSD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 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: |
-16.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.83 |
| Parity: |
0.27 |
| Time value: |
0.50 |
| Break-even: |
121.75 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
1.94 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
-0.54 |
| Theta: |
-0.23 |
| Omega: |
-8.90 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+308.84% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.181 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| 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: |
|
- |
