BVT Call 14 ENI 19.09.2024
/ DE000VD0C8B3
BVT Call 14 ENI 19.09.2024/ DE000VD0C8B3 /
| 7/5/2024 10:33:00 AM |
Chg.+0.010 |
Bid10:40:50 AM |
Ask10:40:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+1.04% |
0.950
Bid Size: 36,000 |
0.960
Ask Size: 36,000 |
ENI S.P.A. |
14.00 EUR |
9/19/2024 |
Call |
Master data
| WKN: |
VD0C8B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.61 |
| Time value: |
0.48 |
| Break-even: |
15.09 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.12 |
| Spread %: |
12.37% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
9.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.36% |
| 1 Month |
|
|
+64.41% |
| 3 Months |
|
|
-49.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.780 |
| 1M High / 1M Low: |
0.960 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
