BVT Call 65 BSN 21.03.2025
/ DE000VC59VF8
BVT Call 65 BSN 21.03.2025/ DE000VC59VF8 /
| 1/10/2025 8:58:12 AM |
Chg.+0.007 |
Bid9:20:39 AM |
Ask9:20:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+6.19% |
0.116
Bid Size: 153,000 |
0.126
Ask Size: 153,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VC59VF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/21/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
20:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.12 |
| Parity: |
-0.01 |
| Time value: |
0.13 |
| Break-even: |
67.52 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
28.57% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
13.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.113 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.15% |
| 1 Month |
|
|
+13.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.113 |
0.088 |
| 1M High / 1M Low: |
0.118 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.118 |
| Low (YTD): |
1/7/2025 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |