BVT Call 14.5 ENI 19.12.2024
/ DE000VD0C9U1
BVT Call 14.5 ENI 19.12.2024/ DE000VD0C9U1 /
30/08/2024 08:40:16 |
Chg.+0.020 |
Bid18:18:24 |
Ask18:18:24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+3.03% |
0.600 Bid Size: 5,000 |
0.670 Ask Size: 5,000 |
ENI S.P.A. |
14.50 EUR |
19/12/2024 |
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: |
19/12/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
0.31 |
Time value: |
0.48 |
Break-even: |
15.29 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.10 |
Spread %: |
14.49% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
12.26 |
Rho: |
0.03 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.00% |
1 Month |
|
|
-5.56% |
3 Months |
|
|
-11.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.500 |
1M High / 1M Low: |
0.800 |
0.380 |
6M High / 6M Low: |
1.880 |
0.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.610 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.851 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
264.01% |
Volatility 6M: |
|
199.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |