BVT Call 25 UBSG 21.03.2025
/ DE000VD4AXG0
BVT Call 25 UBSG 21.03.2025/ DE000VD4AXG0 /
| 23/01/2025 08:48:22 |
Chg.-0.09 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.13EUR |
-1.25% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
25.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
VD4AXG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.95 |
| Intrinsic value: |
6.83 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
6.83 |
| Time value: |
0.60 |
| Break-even: |
33.92 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.33 |
| Spread %: |
4.65% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.94 |
| Rho: |
0.03 |
Quote data
| Open: |
7.13 |
| High: |
7.13 |
| Low: |
7.13 |
| Previous Close: |
7.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.57% |
| 1 Month |
|
|
+168.05% |
| 3 Months |
|
|
+77.36% |
| YTD |
|
|
+114.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.28 |
5.77 |
| 1M High / 1M Low: |
7.28 |
3.09 |
| 6M High / 6M Low: |
7.28 |
1.65 |
| High (YTD): |
21/01/2025 |
7.28 |
| Low (YTD): |
03/01/2025 |
3.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.01% |
| Volatility 6M: |
|
152.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |