BVT Call 14 ENI 19.12.2024
/ DE000VD0C9Y3
BVT Call 14 ENI 19.12.2024/ DE000VD0C9Y3 /
14/08/2024 20:00:36 |
Chg.-0.060 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-6.90% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
14.00 EUR |
19/12/2024 |
Call |
Master data
WKN: |
VD0C9Y |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
19/12/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
0.35 |
Time value: |
0.59 |
Break-even: |
14.94 |
Moneyness: |
1.03 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.10 |
Spread %: |
11.90% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
9.93 |
Rho: |
0.03 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.800 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.00% |
1 Month |
|
|
-2.41% |
3 Months |
|
|
-47.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.750 |
1M High / 1M Low: |
1.200 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.826 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |