BVT Call 320 CEG 21.02.2025
/ DE000VG3BRA2
BVT Call 320 CEG 21.02.2025/ DE000VG3BRA2 /
| 1/23/2025 7:45:20 PM |
Chg.+0.980 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.590EUR |
+37.55% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
320.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG3BRA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/15/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.57 |
| Parity: |
1.20 |
| Time value: |
1.35 |
| Break-even: |
332.96 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.64 |
| Theta: |
-0.32 |
| Omega: |
7.96 |
| Rho: |
0.14 |
Quote data
| Open: |
2.650 |
| High: |
3.590 |
| Low: |
2.610 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
1.630 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.042 |
| 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: |
|
- |