BVT Call 56 UNVB 21.03.2025
/ DE000VD445V4
BVT Call 56 UNVB 21.03.2025/ DE000VD445V4 /
| 2024-06-04 8:59:19 AM |
Chg.+0.06 |
Bid4:25:38 PM |
Ask4:25:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+5.71% |
1.31
Bid Size: 16,000 |
1.34
Ask Size: 16,000 |
UNILEVER PLC LS-,0... |
56.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD445V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.17 |
| Parity: |
-5.32 |
| Time value: |
1.18 |
| Break-even: |
57.18 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
5.36% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
13.27 |
| Rho: |
0.12 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
+48.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.89 |
| 1M High / 1M Low: |
1.14 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
