BVT Call 15.5 ENI 20.03.2025
/ DE000VD3VJJ1
BVT Call 15.5 ENI 20.03.2025/ DE000VD3VJJ1 /
| 2024-07-12 7:54:27 PM |
Chg.+0.020 |
Bid9:00:56 PM |
Ask9:00:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
0.360
Bid Size: 8,400 |
0.410
Ask Size: 8,400 |
ENI S.P.A. |
15.50 EUR |
2025-03-20 |
Call |
Master data
| WKN: |
VD3VJJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2025-03-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
-1.30 |
| Time value: |
0.43 |
| Break-even: |
15.93 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
13.16% |
| Delta: |
0.35 |
| Theta: |
0.00 |
| Omega: |
11.56 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.78% |
| 1 Month |
|
|
+5.71% |
| 3 Months |
|
|
-67.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.350 |
| 1M High / 1M Low: |
0.520 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
