BVT Call 14 ENI 19.09.2024
/ DE000VD0C8B3
BVT Call 14 ENI 19.09.2024/ DE000VD0C8B3 /
12/07/2024 20:05:05 |
Chg.+0.040 |
Bid20:55:42 |
Ask20:55:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+6.35% |
0.660 Bid Size: 4,500 |
0.760 Ask Size: 4,500 |
ENI S.P.A. |
14.00 EUR |
19/09/2024 |
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: |
19/09/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
0.20 |
Time value: |
0.52 |
Break-even: |
14.72 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.11 |
Spread %: |
18.03% |
Delta: |
0.60 |
Theta: |
0.00 |
Omega: |
11.88 |
Rho: |
0.01 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.670 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.28% |
1 Month |
|
|
+19.64% |
3 Months |
|
|
-66.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.580 |
1M High / 1M Low: |
0.960 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.662 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |