BVT Call 240 CEG 17.01.2025
/ DE000VG1BSU2
BVT Call 240 CEG 17.01.2025/ DE000VG1BSU2 /
| 1/9/2025 4:42:35 PM |
Chg.+0.060 |
Bid4:42:35 PM |
Ask4:42:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+6.19% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
240.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG1BSU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.51 |
| Parity: |
0.37 |
| Time value: |
0.64 |
| Break-even: |
242.81 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.59 |
| Theta: |
-0.50 |
| Omega: |
13.88 |
| Rho: |
0.03 |
Quote data
| Open: |
0.950 |
| High: |
1.120 |
| Low: |
0.950 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.07% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+157.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
0.710 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
2.550 |
| Low (YTD): |
1/2/2025 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.484 |
| 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: |
|
- |