BVT Put 155 ARM 03.01.2025/  DE000VG00GS7  /

EUWAX
2024-12-20  3:48:11 PM Chg.- Bid8:25:25 AM Ask8:25:25 AM Underlying Strike price Expiration date Option type
2.46EUR - 2.28
Bid Size: 9,000
2.36
Ask Size: 9,000
ARM Holdings PLC 155.00 USD 2025-01-03 Put
 

Master data

WKN: VG00GS
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Put
Strike price: 155.00 USD
Maturity: 2025-01-03
Issue date: 2024-12-16
Last trading day: 2025-01-03
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.53
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 2.19
Implied volatility: 0.72
Historic volatility: 0.83
Parity: 2.19
Time value: 0.10
Break-even: 125.73
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 0.88%
Delta: -0.86
Theta: -0.14
Omega: -4.77
Rho: -0.05
 

Quote data

Open: 2.64
High: 2.64
Low: 2.46
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+95.24%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.46 1.26
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.68
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:   -