BVT Call 13.5 ENI 19.09.2024/  DE000VD0LQE4  /

EUWAX
2024-07-26  3:36:39 PM Chg.+0.50 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
1.28EUR +64.10% -
Bid Size: -
-
Ask Size: -
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: 10.81
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.99
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 0.99
Time value: 0.35
Break-even: 14.84
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.14
Spread %: 11.67%
Delta: 0.75
Theta: -0.01
Omega: 8.13
Rho: 0.01
 

Quote data

Open: 1.19
High: 1.28
Low: 1.19
Previous Close: 0.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+16.36%
3 Months
  -40.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 0.78
1M High / 1M Low: 1.38 0.78
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -