BVT Call 14.5 ENI 19.09.2024
/ DE000VD0C9F2
BVT Call 14.5 ENI 19.09.2024/ DE000VD0C9F2 /
30/08/2024 20:02:54 |
Chg.-0.040 |
Bid21:51:54 |
Ask21:51:54 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-8.89% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
14.50 EUR |
19/09/2024 |
Call |
Master data
WKN: |
VD0C9F |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.50 EUR |
Maturity: |
19/09/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
0.17 |
Time value: |
0.31 |
Break-even: |
14.98 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.11 |
Spread %: |
29.73% |
Delta: |
0.60 |
Theta: |
-0.01 |
Omega: |
18.28 |
Rho: |
0.00 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.410 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
-38.81% |
3 Months |
|
|
-38.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.390 |
1M High / 1M Low: |
0.670 |
0.225 |
6M High / 6M Low: |
1.590 |
0.216 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.368 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.671 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
391.25% |
Volatility 6M: |
|
259.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |