BVT Call 14 ENI 19.12.2024
/ DE000VD0C9Y3
BVT Call 14 ENI 19.12.2024/ DE000VD0C9Y3 /
| 18/10/2024 14:02:18 |
Chg.+0.010 |
Bid15:50:17 |
Ask15:50:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+1.69% |
0.560
Bid Size: 50,000 |
0.570
Ask Size: 50,000 |
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: |
21.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.16 |
| Time value: |
0.51 |
| Break-even: |
14.67 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.09 |
| Spread %: |
15.52% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
12.44 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.600 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
+1.69% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.510 |
| 1M High / 1M Low: |
0.860 |
0.370 |
| 6M High / 6M Low: |
1.950 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.95% |
| Volatility 6M: |
|
196.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
