BVT Call 14.5 ENI 19.12.2024
/ DE000VD0C9U1
BVT Call 14.5 ENI 19.12.2024/ DE000VD0C9U1 /
| 2024-07-26 8:40:15 AM |
Chg.+0.190 |
Bid7:30:04 PM |
Ask7:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+45.24% |
0.700
Bid Size: 4,300 |
0.770
Ask Size: 4,300 |
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: |
22.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
-0.48 |
| Time value: |
0.62 |
| Break-even: |
15.12 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.13 |
| Spread %: |
26.53% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
10.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.49% |
| 1 Month |
|
|
-1.61% |
| 3 Months |
|
|
-59.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.420 |
| 1M High / 1M Low: |
0.800 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
