BVT Call 14 ENI 14.08.2024/  DE000VD7MSX3  /

Frankfurt Zert./VONT
2024-07-26  4:53:51 PM Chg.+0.290 Bid6:04:49 PM Ask6:04:49 PM Underlying Strike price Expiration date Option type
0.640EUR +82.86% 0.680
Bid Size: 4,500
0.780
Ask Size: 4,500
ENI S.P.A. 14.00 EUR 2024-08-14 Call
 

Master data

WKN: VD7MSX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-08-14
Issue date: 2024-06-10
Last trading day: 2024-08-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.96
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.02
Implied volatility: 0.39
Historic volatility: 0.17
Parity: 0.02
Time value: 0.50
Break-even: 14.52
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.96
Spread abs.: 0.18
Spread %: 52.94%
Delta: 0.53
Theta: -0.01
Omega: 14.36
Rho: 0.00
 

Quote data

Open: 0.670
High: 0.670
Low: 0.640
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+82.86%
1 Month  
+4.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.840 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -