BVT Call 15 ENI 19.12.2024
/ DE000VD0C916
BVT Call 15 ENI 19.12.2024/ DE000VD0C916 /
| 16/07/2024 13:42:22 |
Chg.-0.060 |
Bid14:03:30 |
Ask14:03:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-17.14% |
0.280
Bid Size: 58,000 |
0.290
Ask Size: 58,000 |
ENI S.P.A. |
15.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
VD0C91 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
-0.76 |
| Time value: |
0.39 |
| Break-even: |
15.39 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.39 |
| Theta: |
0.00 |
| Omega: |
14.11 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
+20.83% |
| 3 Months |
|
|
-73.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.340 |
| 1M High / 1M Low: |
0.550 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
