BVT Call 32 UBSG 21.03.2025/  DE000VD3EA89  /

EUWAX
1/23/2025  8:49:48 AM Chg.-0.07 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.23EUR -5.38% -
Bid Size: -
-
Ask Size: -
UBS GROUP N 32.00 CHF 3/21/2025 Call
 

Master data

WKN: VD3EA8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UBS GROUP N
Type: Warrant
Option type: Call
Strike price: 32.00 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: 23.97
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.59
Time value: 1.39
Break-even: 35.29
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.45
Spread abs.: 0.17
Spread %: 13.93%
Delta: 0.48
Theta: -0.02
Omega: 11.50
Rho: 0.02
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.24%
1 Month  
+846.15%
3 Months  
+123.64%
YTD  
+547.37%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.35 0.71
1M High / 1M Low: 1.35 0.17
6M High / 6M Low: 1.35 0.13
High (YTD): 1/21/2025 1.35
Low (YTD): 1/3/2025 0.28
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.68
Avg. volume 1M:   0.00
Avg. price 6M:   0.44
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.69%
Volatility 6M:   303.86%
Volatility 1Y:   -
Volatility 3Y:   -