BVT Knock-Out UBSG/ DE000VC6ADA1 /
| 23/01/2025 19:51:58 | Chg.-0.180 | Bid21:57:40 | Ask21:57:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.560EUR | -6.57% | - Bid Size: - |
- Ask Size: - |
UBS GROUP N | 34.19 CHF | 31/12/2078 | Put |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VC6ADA |
| Currency: | EUR |
| Underlying: | UBS GROUP N |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 34.19 CHF |
| Maturity: | Endless |
| Issue date: | 21/10/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -10.85 |
| Knock-out: | 33.24 |
| Knock-out violated on: | - |
| Distance to knock-out: | -2.1474 |
| Distance to knock-out %: | -6.49% |
| Distance to strike price: | -3.154 |
| Distance to strike price %: | -9.54% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.34 |
| Spread %: | 12.45% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.870 |
|---|---|
| High: | 2.870 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -21.47% | ||
|---|---|---|---|
| 1 Month | -66.40% | ||
| 3 Months | -63.43% | ||
| YTD | -63.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.260 | 2.560 |
|---|---|---|
| 1M High / 1M Low: | 7.060 | 2.560 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 03/01/2025 | 6.110 |
| Low (YTD): | 23/01/2025 | 2.560 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.782 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.554 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.19% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |