BVT Call 15.5 ENI 20.03.2025
/ DE000VD3VJJ1
BVT Call 15.5 ENI 20.03.2025/ DE000VD3VJJ1 /
| 10/15/2024 8:53:03 AM |
Chg.-0.040 |
Bid4:21:54 PM |
Ask4:21:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
0.230
Bid Size: 62,000 |
0.240
Ask Size: 62,000 |
ENI S.P.A. |
15.50 EUR |
3/20/2025 |
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: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-1.15 |
| Time value: |
0.39 |
| Break-even: |
15.89 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
12.42 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+44.93% |
| 3 Months |
|
|
-18.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.320 |
| 1M High / 1M Low: |
0.360 |
0.165 |
| 6M High / 6M Low: |
1.280 |
0.165 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.35% |
| Volatility 6M: |
|
192.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
