BVT Call 240 CEG 21.02.2025
/ DE000VG1BSB2
BVT Call 240 CEG 21.02.2025/ DE000VG1BSB2 /
| 1/24/2025 8:45:05 AM |
Chg.+1.17 |
Bid9:22:24 AM |
Ask9:22:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.47EUR |
+12.58% |
10.56
Bid Size: 4,000 |
10.73
Ask Size: 4,000 |
Constellation Energy... |
240.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG1BSB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.97 |
| Intrinsic value: |
8.88 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.57 |
| Parity: |
8.88 |
| Time value: |
0.23 |
| Break-even: |
321.69 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
0.95 |
| Theta: |
-0.15 |
| Omega: |
3.32 |
| Rho: |
0.17 |
Quote data
| Open: |
10.47 |
| High: |
10.47 |
| Low: |
10.47 |
| Previous Close: |
9.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.40% |
| 1 Month |
|
|
+617.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
+843.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.30 |
7.62 |
| 1M High / 1M Low: |
9.30 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
9.30 |
| Low (YTD): |
1/2/2025 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
859.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |