BVT Call 66 BSN 20.06.2025
/ DE000VC59VQ5
BVT Call 66 BSN 20.06.2025/ DE000VC59VQ5 /
| 24/01/2025 08:59:36 |
Chg.+0.001 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
+0.88% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
66.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
VC59VQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
21/10/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
20:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.05 |
| Time value: |
0.13 |
| Break-even: |
68.64 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
23.36% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
12.36 |
| Rho: |
0.12 |
Quote data
| Open: |
0.115 |
| High: |
0.115 |
| Low: |
0.115 |
| Previous Close: |
0.114 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.86% |
| 3 Months |
|
|
-38.17% |
| YTD |
|
|
-0.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.122 |
0.107 |
| 1M High / 1M Low: |
0.133 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/01/2025 |
0.133 |
| Low (YTD): |
15/01/2025 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |