BVT Put 150 ARM 03.01.2025/  DE000VG0W2B5  /

EUWAX
2024-12-20  8:58:47 AM Chg.- Bid8:14:19 AM Ask8:14:19 AM Underlying Strike price Expiration date Option type
2.00EUR - 1.83
Bid Size: 9,000
1.90
Ask Size: 9,000
ARM Holdings PLC 150.00 USD 2025-01-03 Put
 

Master data

WKN: VG0W2B
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Put
Strike price: 150.00 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: -6.85
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 1.71
Implied volatility: 0.68
Historic volatility: 0.83
Parity: 1.71
Time value: 0.14
Break-even: 125.33
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 1.09%
Delta: -0.82
Theta: -0.16
Omega: -5.60
Rho: -0.04
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+212.50%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 0.64
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
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:   -