BVT Call 13.5 ENI 19.12.2024
/ DE000VD0LPQ0
BVT Call 13.5 ENI 19.12.2024/ DE000VD0LPQ0 /
| 05/07/2024 08:18:56 |
Chg.+0.13 |
Bid09:41:48 |
Ask09:41:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+9.85% |
1.50
Bid Size: 34,000 |
1.51
Ask Size: 34,000 |
ENI S.P.A. |
13.50 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
VD0LPQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.96 |
| Time value: |
0.47 |
| Break-even: |
14.93 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
9.16% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
7.85 |
| Rho: |
0.05 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+33.03% |
| 3 Months |
|
|
-35.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.25 |
| 1M High / 1M Low: |
1.48 |
0.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
45.45 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
