BVT Call 260 CEG 17.01.2025
/ DE000VG1BSP2
BVT Call 260 CEG 17.01.2025/ DE000VG1BSP2 /
| 1/9/2025 8:08:51 PM |
Chg.-0.070 |
Bid8:39:40 AM |
Ask8:39:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-21.88% |
0.280
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
Constellation Energy... |
260.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VG1BSP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
81.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.51 |
| Parity: |
-1.57 |
| Time value: |
0.29 |
| Break-even: |
255.00 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
30.49 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.25 |
| Theta: |
-0.41 |
| Omega: |
20.13 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+85.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.250 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.990 |
| Low (YTD): |
1/2/2025 |
0.223 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| 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: |
|
- |