BVT Call 320 CEG 20.06.2025
/ DE000VC89200
BVT Call 320 CEG 20.06.2025/ DE000VC89200 /
| 24/01/2025 09:09:39 |
Chg.+0.83 |
Bid09:25:28 |
Ask09:25:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.04EUR |
+15.93% |
6.10
Bid Size: 6,000 |
6.22
Ask Size: 6,000 |
Constellation Energy... |
320.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VC8920 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
25/11/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.28 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.57 |
| Parity: |
1.20 |
| Time value: |
3.91 |
| Break-even: |
358.56 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.39% |
| Delta: |
0.62 |
| Theta: |
-0.15 |
| Omega: |
3.90 |
| Rho: |
0.60 |
Quote data
| Open: |
6.04 |
| High: |
6.04 |
| Low: |
6.04 |
| Previous Close: |
5.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.54% |
| 1 Month |
|
|
+619.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
+829.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.21 |
4.15 |
| 1M High / 1M Low: |
5.21 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
5.21 |
| Low (YTD): |
02/01/2025 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
767.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |