BVT Call 33 UBSG 21.03.2025
/ DE000VD3EBL0
BVT Call 33 UBSG 21.03.2025/ DE000VD3EBL0 /
| 1/23/2025 7:52:13 PM |
Chg.+0.030 |
Bid8:00:19 PM |
Ask8:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+3.57% |
0.880
Bid Size: 4,000 |
1.010
Ask Size: 4,000 |
UBS GROUP N |
33.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
VD3EBL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 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: |
35.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-1.65 |
| Time value: |
0.95 |
| Break-even: |
35.91 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.13 |
| Spread %: |
15.85% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
13.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.820 |
| High: |
0.870 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.11% |
| 1 Month |
|
|
+900.00% |
| 3 Months |
|
|
+141.67% |
| YTD |
|
|
+676.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.470 |
| 1M High / 1M Low: |
0.930 |
0.087 |
| 6M High / 6M Low: |
0.930 |
0.077 |
| High (YTD): |
1/20/2025 |
0.930 |
| Low (YTD): |
1/3/2025 |
0.167 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.22% |
| Volatility 6M: |
|
332.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |