BVT Put 155 ARM 03.01.2025
/ DE000VG00GS7
BVT Put 155 ARM 03.01.2025/ DE000VG00GS7 /
| 2024-12-20 3:48:11 PM |
Chg.- |
Bid8:38:25 AM |
Ask8:38:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
- |
2.29
Bid Size: 9,000 |
2.37
Ask Size: 9,000 |
ARM Holdings PLC |
155.00 USD |
2025-01-03 |
Put |
Master data
| WKN: |
VG00GS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2025-01-03 |
| Issue date: |
2024-12-16 |
| Last trading day: |
2025-01-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.83 |
| Parity: |
2.19 |
| Time value: |
0.10 |
| Break-even: |
125.73 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
-0.86 |
| Theta: |
-0.14 |
| Omega: |
-4.77 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.46 |
| Previous Close: |
1.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+95.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.26 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| 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: |
|
- |
