BVT Call 240 CEG 21.02.2025
/ DE000VG1BSB2
BVT Call 240 CEG 21.02.2025/ DE000VG1BSB2 /
| 24/01/2025 08:45:05 |
Chg.+1.17 |
Bid20:35:25 |
Ask20:35:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.47EUR |
+12.58% |
10.27
Bid Size: 17,000 |
10.29
Ask Size: 17,000 |
Constellation Energy... |
240.00 USD |
21/02/2025 |
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: |
21/02/2025 |
| Issue date: |
18/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.26 |
| Intrinsic value: |
10.20 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.57 |
| Parity: |
10.20 |
| Time value: |
0.24 |
| Break-even: |
334.82 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.19% |
| Delta: |
0.95 |
| Theta: |
-0.17 |
| Omega: |
3.02 |
| Rho: |
0.16 |
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): |
23/01/2025 |
9.30 |
| Low (YTD): |
02/01/2025 |
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: |
|
- |