BVT Call 13.5 ENI 19.09.2024
/ DE000VD0LQE4
BVT Call 13.5 ENI 19.09.2024/ DE000VD0LQE4 /
| 2024-07-05 7:52:58 PM |
Chg.-0.170 |
Bid7:52:58 PM |
Ask7:52:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-12.32% |
1.210
Bid Size: 2,500 |
1.310
Ask Size: 2,500 |
ENI S.P.A. |
13.50 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
VD0LQE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.11 |
| Time value: |
0.40 |
| Break-even: |
15.01 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.13 |
| Spread %: |
9.42% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
7.34 |
| Rho: |
0.02 |
Quote data
| Open: |
1.390 |
| High: |
1.390 |
| Low: |
1.210 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.22% |
| 1 Month |
|
|
+32.97% |
| 3 Months |
|
|
-47.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.150 |
| 1M High / 1M Low: |
1.380 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
