BVT Call 15 ENI 19.09.2024
/ DE000VD0C9Q9
BVT Call 15 ENI 19.09.2024/ DE000VD0C9Q9 /
| 2024-07-25 8:39:27 AM |
Chg.-0.003 |
Bid9:23:38 PM |
Ask9:23:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.126EUR |
-2.33% |
0.170
Bid Size: 10,000 |
0.233
Ask Size: 10,000 |
ENI S.P.A. |
15.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
VD0C9Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
90.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-0.94 |
| Time value: |
0.16 |
| Break-even: |
15.16 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
20.16% |
| Delta: |
0.24 |
| Theta: |
0.00 |
| Omega: |
21.96 |
| Rho: |
0.00 |
Quote data
| Open: |
0.126 |
| High: |
0.126 |
| Low: |
0.126 |
| Previous Close: |
0.129 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-47.50% |
| 3 Months |
|
|
-86.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.129 |
| 1M High / 1M Low: |
0.380 |
0.125 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
