BVT Call 31 UBSG 21.03.2025
/ DE000VD3EBQ9
BVT Call 31 UBSG 21.03.2025/ DE000VD3EBQ9 /
| 1/23/2025 7:52:15 PM |
Chg.+0.080 |
Bid7:52:15 PM |
Ask7:52:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+4.47% |
1.870
Bid Size: 4,000 |
2.040
Ask Size: 4,000 |
UBS GROUP N |
31.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
VD3EBQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 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: |
16.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.47 |
| Time value: |
1.51 |
| Break-even: |
34.83 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.21 |
| Spread %: |
11.86% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
9.82 |
| Rho: |
0.03 |
Quote data
| Open: |
1.760 |
| High: |
1.870 |
| Low: |
1.760 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.47% |
| 1 Month |
|
|
+619.23% |
| 3 Months |
|
|
+159.72% |
| YTD |
|
|
+484.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.110 |
| 1M High / 1M Low: |
1.920 |
0.260 |
| 6M High / 6M Low: |
1.920 |
0.228 |
| High (YTD): |
1/20/2025 |
1.920 |
| Low (YTD): |
1/3/2025 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.02% |
| Volatility 6M: |
|
290.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |