BVT Call 14.5 ENI 14.11.2024
/ DE000VC3FBU9
BVT Call 14.5 ENI 14.11.2024/ DE000VC3FBU9 /
2024-10-04 8:01:34 PM |
Chg.+0.060 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+16.67% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
14.50 EUR |
2024-11-14 |
Call |
Master data
WKN: |
VC3FBU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.50 EUR |
Maturity: |
2024-11-14 |
Issue date: |
2024-09-05 |
Last trading day: |
2024-11-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
29.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-0.18 |
Time value: |
0.49 |
Break-even: |
14.99 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.07 |
Spread %: |
16.67% |
Delta: |
0.48 |
Theta: |
-0.01 |
Omega: |
14.13 |
Rho: |
0.01 |
Quote data
Open: |
0.400 |
High: |
0.440 |
Low: |
0.400 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+160.87% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.166 |
1M High / 1M Low: |
0.420 |
0.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.313 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.263 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
350.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |