BVT Call 66 BSN 21.03.2025
/ DE000VC59VE1
BVT Call 66 BSN 21.03.2025/ DE000VC59VE1 /
| 1/24/2025 8:59:36 AM |
Chg.0.000 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
66.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VC59VE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/21/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
20:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
-0.05 |
| Time value: |
0.09 |
| Break-even: |
67.74 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
35.94% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
17.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.78% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
-55.70% |
| YTD |
|
|
-7.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.066 |
| 1M High / 1M Low: |
0.091 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
0.091 |
| Low (YTD): |
1/15/2025 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |