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 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.43EUR |
+4.38% |
- Bid Size: - |
- Ask Size: - |
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: |
10.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.15 |
Historic volatility: |
0.17 |
Parity: |
1.17 |
Time value: |
0.23 |
Break-even: |
14.90 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.14 |
Spread %: |
11.11% |
Delta: |
0.88 |
Theta: |
0.00 |
Omega: |
9.17 |
Rho: |
0.03 |
Quote data
Open: |
1.43 |
High: |
1.43 |
Low: |
1.43 |
Previous Close: |
1.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.68% |
1 Month |
|
|
-0.69% |
3 Months |
|
|
+0.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.43 |
1.28 |
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: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.49 |
Avg. volume 6M: |
|
7.81 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.91% |
Volatility 6M: |
|
141.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |