BVT Call 110 ENPH 05.07.2024
/ DE000VD757E8
BVT Call 110 ENPH 05.07.2024/ DE000VD757E8 /
| 2024-06-28 2:00:44 PM |
Chg.+0.013 |
Bid2:16:01 PM |
Ask2:16:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
+8.55% |
0.153
Bid Size: 13,000 |
0.163
Ask Size: 13,000 |
Enphase Energy Inc |
110.00 USD |
2024-07-05 |
Call |
Master data
| WKN: |
VD757E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-07-05 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-07-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.56 |
| Parity: |
-0.45 |
| Time value: |
0.16 |
| Break-even: |
104.33 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
21.59 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.32 |
| Theta: |
-0.21 |
| Omega: |
19.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.161 |
| High: |
0.165 |
| Low: |
0.161 |
| Previous Close: |
0.152 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.10% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.099 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| 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: |
|
- |
