BVT Call 46 UNVB 21.03.2025
/ DE000VD3DYQ3
BVT Call 46 UNVB 21.03.2025/ DE000VD3DYQ3 /
| 1/24/2025 8:49:34 AM |
Chg.+0.37 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.39EUR |
+4.61% |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
46.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD3DYQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.84 |
| Intrinsic value: |
7.62 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
7.62 |
| Time value: |
0.68 |
| Break-even: |
54.30 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
3.75% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
5.68 |
| Rho: |
0.06 |
Quote data
| Open: |
8.39 |
| High: |
8.39 |
| Low: |
8.39 |
| Previous Close: |
8.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.22% |
| 1 Month |
|
|
-6.47% |
| 3 Months |
|
|
-28.53% |
| YTD |
|
|
-12.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.04 |
8.02 |
| 1M High / 1M Low: |
9.55 |
7.62 |
| 6M High / 6M Low: |
14.32 |
7.62 |
| High (YTD): |
1/3/2025 |
9.55 |
| Low (YTD): |
1/15/2025 |
7.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.21% |
| Volatility 6M: |
|
79.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |