BVT Put 27 UBSG 21.03.2025
/ DE000VD3EBE5
BVT Put 27 UBSG 21.03.2025/ DE000VD3EBE5 /
| 1/23/2025 8:49:49 AM |
Chg.0.000 |
Bid7:33:47 PM |
Ask7:33:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.215
Bid Size: 10,000 |
0.232
Ask Size: 10,000 |
UBS GROUP N |
27.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
VD3EBE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.00 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: |
-128.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-4.71 |
| Time value: |
0.26 |
| Break-even: |
28.35 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-14.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.19% |
| 1 Month |
|
|
-85.09% |
| 3 Months |
|
|
-83.78% |
| YTD |
|
|
-78.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.240 |
| 1M High / 1M Low: |
1.610 |
0.240 |
| 6M High / 6M Low: |
4.650 |
0.240 |
| High (YTD): |
1/3/2025 |
0.880 |
| Low (YTD): |
1/22/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.900 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.85% |
| Volatility 6M: |
|
213.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |