BVT Call 13.5 ENI 14.08.2024
/ DE000VD7MS10
BVT Call 13.5 ENI 14.08.2024/ DE000VD7MS10 /
| 7/26/2024 3:44:31 PM |
Chg.+0.540 |
Bid5:24:40 PM |
Ask5:24:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+85.71% |
1.110
Bid Size: 35,000 |
1.120
Ask Size: 35,000 |
ENI S.P.A. |
13.50 EUR |
8/14/2024 |
Call |
Master data
| WKN: |
VD7MS1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
8/14/2024 |
| Issue date: |
6/10/2024 |
| Last trading day: |
8/14/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.17 |
| Parity: |
0.52 |
| Time value: |
0.46 |
| Break-even: |
14.48 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.25 |
| Spread %: |
34.25% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
9.30 |
| Rho: |
0.00 |
Quote data
| Open: |
1.030 |
| High: |
1.170 |
| Low: |
1.030 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.29% |
| 1 Month |
|
|
+17.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.630 |
| 1M High / 1M Low: |
1.280 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
