BVT Call 160 ARM 03.01.2025/  DE000VG0LS94  /

EUWAX
12/23/2024  8:25:30 AM Chg.-0.034 Bid4:31:58 PM Ask4:31:58 PM Underlying Strike price Expiration date Option type
0.042EUR -44.74% 0.007
Bid Size: 106,000
0.060
Ask Size: 106,000
ARM Holdings PLC 160.00 USD 1/3/2025 Call
 

Master data

WKN: VG0LS9
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 1/3/2025
Issue date: 12/10/2024
Last trading day: 1/3/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 201.05
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.83
Parity: -2.67
Time value: 0.06
Break-even: 153.98
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.09
Theta: -0.12
Omega: 17.27
Rho: 0.00
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -91.06%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.076
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.261
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:   -