BVT Put 145 ARM 27.12.2024
/ DE000VC92ZN4
BVT Put 145 ARM 27.12.2024/ DE000VC92ZN4 /
2024-12-20 7:44:11 PM |
Chg.-0.060 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
-4.62% |
- Bid Size: - |
- Ask Size: - |
ARM Holdings PLC |
145.00 USD |
2024-12-27 |
Put |
Master data
WKN: |
VC92ZN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ARM Holdings PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 USD |
Maturity: |
2024-12-27 |
Issue date: |
2024-12-04 |
Last trading day: |
2024-12-27 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
1.23 |
Implied volatility: |
0.79 |
Historic volatility: |
0.83 |
Parity: |
1.23 |
Time value: |
0.13 |
Break-even: |
125.44 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.02 |
Spread %: |
1.49% |
Delta: |
-0.80 |
Theta: |
-0.29 |
Omega: |
-7.49 |
Rho: |
-0.02 |
Quote data
Open: |
1.580 |
High: |
1.650 |
Low: |
1.240 |
Previous Close: |
1.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+300.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
0.520 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.874 |
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: |
|
- |