BVT Call 52 UNVB 21.03.2025
/ DE000VD3DYW1
BVT Call 52 UNVB 21.03.2025/ DE000VD3DYW1 /
| 1/10/2025 10:24:56 AM |
Chg.-0.030 |
Bid2:00:51 PM |
Ask2:00:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.390EUR |
-0.88% |
3.280
Bid Size: 10,000 |
3.320
Ask Size: 10,000 |
UNILEVER PLC LS-,0... |
52.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD3DYW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/5/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
2.76 |
| Time value: |
1.15 |
| Break-even: |
55.91 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.26 |
| Spread %: |
7.12% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
10.37 |
| Rho: |
0.07 |
Quote data
| Open: |
3.390 |
| High: |
3.390 |
| Low: |
3.390 |
| Previous Close: |
3.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.85% |
| 1 Month |
|
|
-26.14% |
| 3 Months |
|
|
-45.15% |
| YTD |
|
|
-14.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.890 |
3.100 |
| 1M High / 1M Low: |
5.580 |
3.100 |
| 6M High / 6M Low: |
8.550 |
2.920 |
| High (YTD): |
1/2/2025 |
3.910 |
| Low (YTD): |
1/8/2025 |
3.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.209 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.12% |
| Volatility 6M: |
|
144.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |