BVT Call 180 ARM 17.01.2025/  DE000VM95GF2  /

Frankfurt Zert./VONT
2024-12-23  10:11:21 AM Chg.-0.009 Bid12:50:00 PM Ask12:46:42 PM Underlying Strike price Expiration date Option type
0.025EUR -26.47% 0.017
Bid Size: 22,000
0.061
Ask Size: 22,000
ARM Holdings PLC 180.00 USD 2025-01-17 Call
 

Master data

WKN: VM95GF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-01-17
Issue date: 2024-02-13
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 201.05
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.83
Parity: -4.59
Time value: 0.06
Break-even: 173.15
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 95.05
Spread abs.: 0.03
Spread %: 70.27%
Delta: 0.06
Theta: -0.06
Omega: 12.95
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.034
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -87.92%
1 Month
  -81.75%
3 Months
  -97.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.207 0.034
1M High / 1M Low: 0.290 0.034
6M High / 6M Low: 3.970 0.034
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   1.059
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   623.42%
Volatility 6M:   351.24%
Volatility 1Y:   -
Volatility 3Y:   -