BVT Call 26 UBSG 21.03.2025
/ DE000VD3YDZ4
BVT Call 26 UBSG 21.03.2025/ DE000VD3YDZ4 /
| 1/23/2025 7:47:51 PM |
Chg.+0.120 |
Bid9:57:40 PM |
Ask9:57:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.240EUR |
+1.96% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
26.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
VD3YDZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
5.77 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
5.77 |
| Time value: |
0.64 |
| Break-even: |
33.96 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.33 |
| Spread %: |
5.43% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.03 |
Quote data
| Open: |
6.040 |
| High: |
6.240 |
| Low: |
6.040 |
| Previous Close: |
6.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.66% |
| 1 Month |
|
|
+182.35% |
| 3 Months |
|
|
+101.29% |
| YTD |
|
|
+142.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.250 |
4.850 |
| 1M High / 1M Low: |
6.250 |
2.210 |
| 6M High / 6M Low: |
6.250 |
1.220 |
| High (YTD): |
1/20/2025 |
6.250 |
| Low (YTD): |
1/3/2025 |
3.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.860 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.67% |
| Volatility 6M: |
|
179.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |