BVT Call 13.5 ENI 19.09.2024
/ DE000VD0LQE4
BVT Call 13.5 ENI 19.09.2024/ DE000VD0LQE4 /
| 8/30/2024 7:53:18 PM |
Chg.-0.060 |
Bid9:51:03 PM |
Ask9:51:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-4.41% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
13.50 EUR |
9/19/2024 |
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: |
9/19/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.17 |
| Parity: |
1.17 |
| Time value: |
0.24 |
| Break-even: |
14.91 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.15 |
| Spread %: |
11.90% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
8.22 |
| Rho: |
0.01 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.280 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.69% |
| 1 Month |
|
|
-12.75% |
| 3 Months |
|
|
-5.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.270 |
| 1M High / 1M Low: |
1.490 |
0.830 |
| 6M High / 6M Low: |
2.400 |
0.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.42% |
| Volatility 6M: |
|
167.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
