BVT Call 350 CEG 21.03.2025
/ DE000VG3GZ24
BVT Call 350 CEG 21.03.2025/ DE000VG3GZ24 /
| 1/24/2025 8:48:52 AM |
Chg.+0.64 |
Bid8:57:48 AM |
Ask8:57:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
+28.32% |
2.88
Bid Size: 5,000 |
3.02
Ask Size: 5,000 |
Constellation Energy... |
350.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VG3GZ2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/16/2025 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.57 |
| Parity: |
-1.68 |
| Time value: |
2.20 |
| Break-even: |
358.28 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.46 |
| Theta: |
-0.26 |
| Omega: |
6.69 |
| Rho: |
0.20 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.10% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.54 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| 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: |
|
- |