BVT Call 330 CEG 21.02.2025
/ DE000VG3GZ65
BVT Call 330 CEG 21.02.2025/ DE000VG3GZ65 /
| 23/01/2025 08:49:07 |
Chg.+0.35 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+20.00% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
330.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VG3GZ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
16/01/2025 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.57 |
| Parity: |
0.24 |
| Time value: |
1.79 |
| Break-even: |
337.37 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.56 |
| Theta: |
-0.33 |
| Omega: |
8.74 |
| Rho: |
0.12 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
1.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.08% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.32 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| 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: |
|
- |