BVT Call 13.5 ENI 20.03.2025
/ DE000VD7MTF8
BVT Call 13.5 ENI 20.03.2025/ DE000VD7MTF8 /
| 10/15/2024 8:54:08 AM |
Chg.-0.07 |
Bid1:19:05 PM |
Ask1:19:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
-5.56% |
1.00
Bid Size: 42,000 |
1.01
Ask Size: 42,000 |
ENI S.P.A. |
13.50 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD7MTF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
6/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.85 |
| Time value: |
0.54 |
| Break-even: |
14.89 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.11 |
| Spread %: |
8.59% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
7.54 |
| Rho: |
0.04 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.85% |
| 1 Month |
|
|
+33.71% |
| 3 Months |
|
|
-7.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.20 |
| 1M High / 1M Low: |
1.35 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
