BVT Call 15.5 ENI 20.03.2025
/ DE000VD3VJJ1
BVT Call 15.5 ENI 20.03.2025/ DE000VD3VJJ1 /
| 2024-07-25 8:53:12 AM |
Chg.0.000 |
Bid2:11:59 PM |
Ask2:11:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
0.300
Bid Size: 60,000 |
0.310
Ask Size: 60,000 |
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: |
40.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-1.44 |
| Time value: |
0.35 |
| Break-even: |
15.85 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
12.90% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
12.52 |
| Rho: |
0.03 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-22.50% |
| 3 Months |
|
|
-71.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.310 |
| 1M High / 1M Low: |
0.530 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
