BVT Call 66 BSN 20.06.2025
/ DE000VC59VQ5
BVT Call 66 BSN 20.06.2025/ DE000VC59VQ5 /
| 1/10/2025 4:44:15 PM |
Chg.-0.032 |
Bid4:59:34 PM |
Ask4:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.109EUR |
-22.70% |
0.110
Bid Size: 175,000 |
0.120
Ask Size: 175,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
10/21/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
20:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.02 |
| Time value: |
0.16 |
| Break-even: |
69.22 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
21.97% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
11.06 |
| Rho: |
0.14 |
Quote data
| Open: |
0.123 |
| High: |
0.123 |
| Low: |
0.109 |
| Previous Close: |
0.141 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.40% |
| 1 Month |
|
|
-6.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
-9.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.142 |
0.104 |
| 1M High / 1M Low: |
0.142 |
0.104 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.142 |
| Low (YTD): |
1/6/2025 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |