BVT Call 260 CEG 17.01.2025
/ DE000VG1BSP2
BVT Call 260 CEG 17.01.2025/ DE000VG1BSP2 /
| 10/01/2025 10:32:56 |
Chg.+0.040 |
Bid13:23:50 |
Ask13:23:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+16.00% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
260.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VG1BSP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
18/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.51 |
| Parity: |
-1.57 |
| Time value: |
0.35 |
| Break-even: |
256.01 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
57.19 |
| Spread abs.: |
0.10 |
| Spread %: |
40.00% |
| Delta: |
0.27 |
| Theta: |
-0.53 |
| Omega: |
18.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.27% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+114.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.250 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
0.990 |
| Low (YTD): |
02/01/2025 |
0.223 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |