BVT Call 30 UBSG 21.03.2025
/ DE000VD3EA97
BVT Call 30 UBSG 21.03.2025/ DE000VD3EA97 /
| 1/23/2025 8:06:44 PM |
Chg.+0.110 |
Bid9:57:40 PM |
Ask9:57:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.580EUR |
+4.45% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
30.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
VD3EA9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
1.53 |
| Time value: |
1.17 |
| Break-even: |
34.49 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.25 |
| Spread %: |
10.20% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
8.31 |
| Rho: |
0.03 |
Quote data
| Open: |
2.450 |
| High: |
2.580 |
| Low: |
2.450 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.25% |
| 1 Month |
|
|
+500.00% |
| 3 Months |
|
|
+160.61% |
| YTD |
|
|
+377.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
1.610 |
| 1M High / 1M Low: |
2.610 |
0.430 |
| 6M High / 6M Low: |
2.610 |
0.320 |
| High (YTD): |
1/20/2025 |
2.610 |
| Low (YTD): |
1/3/2025 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.893 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.76% |
| Volatility 6M: |
|
263.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |