BVT Call 290 CEG 21.02.2025
/ DE000VG2VQH9
BVT Call 290 CEG 21.02.2025/ DE000VG2VQH9 /
| 1/23/2025 7:45:15 PM |
Chg.+1.180 |
Bid9:48:11 AM |
Ask9:48:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.930EUR |
+24.84% |
5.990
Bid Size: 5,000 |
6.150
Ask Size: 5,000 |
Constellation Energy... |
290.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG2VQH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/9/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
4.08 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.57 |
| Parity: |
4.08 |
| Time value: |
0.54 |
| Break-even: |
324.83 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.83 |
| Theta: |
-0.23 |
| Omega: |
5.76 |
| Rho: |
0.17 |
Quote data
| Open: |
4.780 |
| High: |
5.930 |
| Low: |
4.720 |
| Previous Close: |
4.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.930 |
3.290 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.318 |
| 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: |
|
- |