BVT Call 48 UNVB 21.03.2025
/ DE000VD3DYN0
BVT Call 48 UNVB 21.03.2025/ DE000VD3DYN0 /
| 24/01/2025 19:58:12 |
Chg.-0.300 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.330EUR |
-4.52% |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
48.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VD3DYN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.95 |
| Intrinsic value: |
5.62 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
5.62 |
| Time value: |
0.74 |
| Break-even: |
54.36 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.30 |
| Spread %: |
4.95% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
7.14 |
| Rho: |
0.06 |
Quote data
| Open: |
6.470 |
| High: |
6.590 |
| Low: |
6.330 |
| Previous Close: |
6.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.36% |
| 1 Month |
|
|
-12.57% |
| 3 Months |
|
|
-33.51% |
| YTD |
|
|
-15.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.090 |
6.160 |
| 1M High / 1M Low: |
7.590 |
5.700 |
| 6M High / 6M Low: |
12.140 |
5.700 |
| High (YTD): |
02/01/2025 |
7.470 |
| Low (YTD): |
14/01/2025 |
5.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.026 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.76% |
| Volatility 6M: |
|
90.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |