BVT Call 13.5 ENI 19.12.2024
/ DE000VD0LPQ0
BVT Call 13.5 ENI 19.12.2024/ DE000VD0LPQ0 /
| 30/08/2024 08:19:32 |
Chg.+0.06 |
Bid16:42:52 |
Ask16:42:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+4.38% |
1.33
Bid Size: 33,000 |
1.34
Ask Size: 33,000 |
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: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
1.31 |
| Time value: |
0.20 |
| Break-even: |
15.01 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.14 |
| Spread %: |
10.22% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
8.86 |
| Rho: |
0.04 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.68% |
| 1 Month |
|
|
-0.69% |
| 3 Months |
|
|
+1.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.12 |
| 1M High / 1M Low: |
1.51 |
0.87 |
| 6M High / 6M Low: |
2.71 |
0.79 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
7.87 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.35% |
| Volatility 6M: |
|
142.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
