BVT Put 165 ARM 27.12.2024
/ DE000VG00F02
BVT Put 165 ARM 27.12.2024/ DE000VG00F02 /
2024-12-20 9:03:26 AM |
Chg.+0.36 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.35EUR |
+12.04% |
- Bid Size: - |
- Ask Size: - |
ARM Holdings PLC |
165.00 USD |
2024-12-27 |
Put |
Master data
WKN: |
VG00F0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ARM Holdings PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
165.00 USD |
Maturity: |
2024-12-27 |
Issue date: |
2024-12-16 |
Last trading day: |
2024-12-27 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.15 |
Intrinsic value: |
3.15 |
Implied volatility: |
1.14 |
Historic volatility: |
0.83 |
Parity: |
3.15 |
Time value: |
0.05 |
Break-even: |
126.21 |
Moneyness: |
1.25 |
Premium: |
0.00 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
0.63% |
Delta: |
-0.93 |
Theta: |
-0.20 |
Omega: |
-3.67 |
Rho: |
-0.02 |
Quote data
Open: |
3.35 |
High: |
3.35 |
Low: |
3.35 |
Previous Close: |
2.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
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: |
|
- |