BVT Call 15 ENI 18.07.2024/  DE000VD58KK1  /

Frankfurt Zert./VONT
05/07/2024  19:43:53 Chg.-0.038 Bid21:59:41 Ask21:59:41 Underlying Strike price Expiration date Option type
0.036EUR -51.35% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 15.00 EUR 18/07/2024 Call
 

Master data

WKN: VD58KK
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 18/07/2024
Issue date: 16/05/2024
Last trading day: 18/07/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 262.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.55
Time value: 0.06
Break-even: 15.06
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 2.45
Spread abs.: 0.02
Spread %: 48.65%
Delta: 0.18
Theta: -0.01
Omega: 48.09
Rho: 0.00
 

Quote data

Open: 0.073
High: 0.073
Low: 0.033
Previous Close: 0.074
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.94%
1 Month
  -44.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.036
1M High / 1M Low: 0.091 0.024
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   520.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -