BVT Call 47 UNVB 21.03.2025
/ DE000VD3DYR1
BVT Call 47 UNVB 21.03.2025/ DE000VD3DYR1 /
| 24/01/2025 19:56:19 |
Chg.-0.310 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.300EUR |
-4.07% |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
47.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VD3DYR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.88 |
| Intrinsic value: |
6.62 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
6.62 |
| Time value: |
0.71 |
| Break-even: |
54.33 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
4.27% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
6.32 |
| Rho: |
0.06 |
Quote data
| Open: |
7.400 |
| High: |
7.560 |
| Low: |
7.300 |
| Previous Close: |
7.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.80% |
| 1 Month |
|
|
-10.54% |
| 3 Months |
|
|
-30.08% |
| YTD |
|
|
-13.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.060 |
7.120 |
| 1M High / 1M Low: |
8.560 |
6.630 |
| 6M High / 6M Low: |
13.070 |
6.630 |
| High (YTD): |
02/01/2025 |
8.430 |
| Low (YTD): |
14/01/2025 |
6.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.960 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.96% |
| Volatility 6M: |
|
82.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |