BVT Put 240 CEG 17.01.2025
/ DE000VG01RY0
BVT Put 240 CEG 17.01.2025/ DE000VG01RY0 /
| 08/01/2025 20:06:36 |
Chg.+0.300 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+115.38% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
240.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VG01RY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-91.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.51 |
| Parity: |
-1.51 |
| Time value: |
0.27 |
| Break-even: |
229.37 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
15.81 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
-0.22 |
| Theta: |
-0.34 |
| Omega: |
-19.69 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.208 |
| High: |
0.560 |
| Low: |
0.208 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.06% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-66.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.151 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.060 |
| Low (YTD): |
06/01/2025 |
0.151 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.473 |
| 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: |
|
- |