BVT Call 165 ARM 03.01.2025/  DE000VG0W2E9  /

EUWAX
2024-12-20  8:58:47 AM Chg.- Bid8:24:34 AM Ask8:24:34 AM Underlying Strike price Expiration date Option type
0.047EUR - 0.022
Bid Size: 16,000
0.063
Ask Size: 16,000
ARM Holdings PLC 165.00 USD 2025-01-03 Call
 

Master data

WKN: VG0W2E
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2025-01-03
Issue date: 2024-12-13
Last trading day: 2025-01-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 201.14
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.83
Parity: -3.15
Time value: 0.06
Break-even: 158.84
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 133.33%
Delta: 0.08
Theta: -0.11
Omega: 15.80
Rho: 0.00
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.123
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -86.57%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.047
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.187
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:   -