BVT Call 15 ENI 14.08.2024
/ DE000VD7MS85
BVT Call 15 ENI 14.08.2024/ DE000VD7MS85 /
2024-07-26 8:55:39 AM |
Chg.+0.057 |
Bid5:30:31 PM |
Ask5:30:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
+203.57% |
0.091 Bid Size: 2,900 |
0.121 Ask Size: 2,900 |
ENI S.P.A. |
15.00 EUR |
2024-08-14 |
Call |
Master data
WKN: |
VD7MS8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
2024-08-14 |
Issue date: |
2024-06-10 |
Last trading day: |
2024-08-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
186.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-0.98 |
Time value: |
0.08 |
Break-even: |
15.08 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
3.03 |
Spread abs.: |
0.03 |
Spread %: |
53.06% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
30.25 |
Rho: |
0.00 |
Quote data
Open: |
0.085 |
High: |
0.085 |
Low: |
0.085 |
Previous Close: |
0.028 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+51.79% |
1 Month |
|
|
-46.88% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.028 |
1M High / 1M Low: |
0.240 |
0.028 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
482.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |