BVT Put 125 ARM 03.01.2025/  DE000VG0LSL2  /

EUWAX
2024-12-23  8:25:32 AM Chg.-0.090 Bid12:21:07 PM Ask12:21:07 PM Underlying Strike price Expiration date Option type
0.330EUR -21.43% 0.460
Bid Size: 21,000
0.480
Ask Size: 21,000
ARM Holdings PLC 125.00 USD 2025-01-03 Put
 

Master data

WKN: VG0LSL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2025-01-03
Issue date: 2024-12-10
Last trading day: 2025-01-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.18
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.83
Parity: -0.69
Time value: 0.36
Break-even: 116.21
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 12.89
Spread abs.: 0.02
Spread %: 5.88%
Delta: -0.31
Theta: -0.27
Omega: -10.94
Rho: -0.01
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+423.81%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.063
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
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:   -