BVT Call 290 CEG 21.02.2025
/ DE000VG2VQH9
BVT Call 290 CEG 21.02.2025/ DE000VG2VQH9 /
| 23/01/2025 08:55:01 |
Chg.+0.54 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.76EUR |
+12.80% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
290.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG2VQH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
09/01/2025 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
4.08 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.57 |
| Parity: |
4.08 |
| Time value: |
0.54 |
| Break-even: |
324.83 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.83 |
| Theta: |
-0.23 |
| Omega: |
5.76 |
| Rho: |
0.17 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.76 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.76 |
3.42 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.89 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |