BVT Put 140 ARM 03.01.2025/  DE000VG0LS86  /

EUWAX
23/12/2024  08:25:30 Chg.-0.18 Bid12:21:09 Ask12:21:09 Underlying Strike price Expiration date Option type
1.06EUR -14.52% 1.37
Bid Size: 16,000
1.40
Ask Size: 16,000
ARM Holdings PLC 140.00 USD 03/01/2025 Put
 

Master data

WKN: VG0LS8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 03/01/2025
Issue date: 10/12/2024
Last trading day: 03/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.73
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.75
Implied volatility: 0.71
Historic volatility: 0.83
Parity: 0.75
Time value: 0.33
Break-even: 123.39
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 1.33
Spread abs.: 0.02
Spread %: 1.89%
Delta: -0.65
Theta: -0.26
Omega: -7.68
Rho: -0.03
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+265.52%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 0.29
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.68
Avg. volume 1W:   0.00
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:   -