BVT Call 14 ENI 19.12.2024
/ DE000VD0C9Y3
BVT Call 14 ENI 19.12.2024/ DE000VD0C9Y3 /
| 8/16/2024 10:33:20 AM |
Chg.+0.060 |
Bid1:08:22 PM |
Ask1:08:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+7.06% |
0.880
Bid Size: 44,000 |
0.890
Ask Size: 44,000 |
ENI S.P.A. |
14.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.33 |
| Time value: |
0.57 |
| Break-even: |
14.90 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
5.88% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
10.29 |
| Rho: |
0.03 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+35.82% |
| 3 Months |
|
|
-29.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.810 |
| 1M High / 1M Low: |
1.200 |
0.640 |
| 6M High / 6M Low: |
2.110 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.68% |
| Volatility 6M: |
|
158.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
