BVT Call 15.5 ENI 20.03.2025/  DE000VD3VJJ1  /

Frankfurt Zert./VONT
2024-07-26  7:51:25 PM Chg.+0.120 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.480EUR +33.33% -
Bid Size: -
-
Ask Size: -
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: 28.41
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.17
Parity: -1.01
Time value: 0.51
Break-even: 16.01
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 13.33%
Delta: 0.40
Theta: 0.00
Omega: 11.28
Rho: 0.03
 

Quote data

Open: 0.480
High: 0.490
Low: 0.460
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+9.09%
3 Months
  -52.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.310
1M High / 1M Low: 0.520 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -