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: |
24.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.31 |
| Time value: |
0.29 |
| Break-even: |
15.10 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.12 |
| Spread %: |
25.00% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
15.80 |
| 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 |
|
|
-26.79% |
| 3 Months |
|
|
-30.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.380 |
| 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: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.673 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.94% |
| Volatility 6M: |
|
259.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
