BVT Put 140 ARM 03.01.2025
/ DE000VG0LS86
BVT Put 140 ARM 03.01.2025/ DE000VG0LS86 /
| 2024-12-23 8:25:30 AM |
Chg.-0.18 |
Bid2024-12-23 |
Ask2024-12-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-14.52% |
1.06
Bid Size: 12,000 |
1.12
Ask Size: 12,000 |
ARM Holdings PLC |
140.00 USD |
2025-01-03 |
Put |
Master data
| WKN: |
VG0LS8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-11.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.83 |
| Parity: |
0.75 |
| Time value: |
0.33 |
| Break-even: |
123.44 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
-0.65 |
| Theta: |
-0.22 |
| Omega: |
-7.67 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+265.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.29 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.68 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
