BVT Call 270 CEG 21.03.2025
/ DE000VC84BA9
BVT Call 270 CEG 21.03.2025/ DE000VC84BA9 /
| 1/23/2025 8:04:46 PM |
Chg.+1.290 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.060EUR |
+19.05% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
270.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC84BA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/22/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.70 |
| Intrinsic value: |
6.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.57 |
| Parity: |
6.00 |
| Time value: |
0.80 |
| Break-even: |
327.42 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.84 |
| Theta: |
-0.17 |
| Omega: |
3.97 |
| Rho: |
0.32 |
Quote data
| Open: |
6.850 |
| High: |
8.190 |
| Low: |
6.810 |
| Previous Close: |
6.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.23% |
| 1 Month |
|
|
+730.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
+895.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.060 |
5.390 |
| 1M High / 1M Low: |
8.060 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
8.060 |
| Low (YTD): |
1/2/2025 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,015.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |