BVT Call 50 UNVB 21.03.2025
/ DE000VD3DYP5
BVT Call 50 UNVB 21.03.2025/ DE000VD3DYP5 /
| 1/10/2025 8:48:13 AM |
Chg.+0.20 |
Bid1:05:00 PM |
Ask1:05:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.43EUR |
+3.82% |
5.00
Bid Size: 9,000 |
5.04
Ask Size: 9,000 |
UNILEVER PLC LS-,0... |
50.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD3DYP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.34 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
4.76 |
| Time value: |
0.90 |
| Break-even: |
55.66 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.29 |
| Spread %: |
5.40% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
7.94 |
| Rho: |
0.08 |
Quote data
| Open: |
5.43 |
| High: |
5.43 |
| Low: |
5.43 |
| Previous Close: |
5.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.73% |
| 1 Month |
|
|
-16.33% |
| 3 Months |
|
|
-31.95% |
| YTD |
|
|
-5.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.76 |
4.25 |
| 1M High / 1M Low: |
7.10 |
4.25 |
| 6M High / 6M Low: |
10.61 |
3.64 |
| High (YTD): |
1/3/2025 |
5.76 |
| Low (YTD): |
1/7/2025 |
4.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.10% |
| Volatility 6M: |
|
117.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |