BVT Call 14.5 ENI 19.12.2024
/ DE000VD0C9U1
BVT Call 14.5 ENI 19.12.2024/ DE000VD0C9U1 /
| 2024-08-30 7:41:30 PM |
Chg.-0.050 |
Bid9:51:52 PM |
Ask9:51:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-7.46% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
14.50 EUR |
2024-12-19 |
Call |
Master data
| WKN: |
VD0C9U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.51 |
| Break-even: |
15.18 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
15.25% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
13.40 |
| Rho: |
0.03 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.600 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.64% |
| 1 Month |
|
|
-6.06% |
| 3 Months |
|
|
-25.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.620 |
| 1M High / 1M Low: |
0.710 |
0.440 |
| 6M High / 6M Low: |
1.730 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.85% |
| Volatility 6M: |
|
178.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
