BVT Call 27 UBSG 21.03.2025
/ DE000VD3HRZ9
BVT Call 27 UBSG 21.03.2025/ DE000VD3HRZ9 /
| 1/23/2025 8:53:33 AM |
Chg.-0.11 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.10EUR |
-2.11% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
27.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
VD3HRZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
4.71 |
| Time value: |
0.71 |
| Break-even: |
34.03 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.32 |
| Spread %: |
6.27% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
5.11 |
| Rho: |
0.03 |
Quote data
| Open: |
5.10 |
| High: |
5.10 |
| Low: |
5.10 |
| Previous Close: |
5.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.12% |
| 1 Month |
|
|
+277.78% |
| 3 Months |
|
|
+88.89% |
| YTD |
|
|
+186.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.26 |
3.86 |
| 1M High / 1M Low: |
5.26 |
1.35 |
| 6M High / 6M Low: |
5.26 |
0.90 |
| High (YTD): |
1/21/2025 |
5.26 |
| Low (YTD): |
1/3/2025 |
2.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.27% |
| Volatility 6M: |
|
184.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |