BVT Call 15 ENI 19.12.2024
/ DE000VD0C916
BVT Call 15 ENI 19.12.2024/ DE000VD0C916 /
| 12/11/2024 19:42:31 |
Chg.-0.018 |
Bid08:09:10 |
Ask08:09:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-32.14% |
0.036
Bid Size: 10,000 |
0.046
Ask Size: 10,000 |
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: |
218.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.99 |
| Time value: |
0.06 |
| Break-even: |
15.06 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
25.49% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
32.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.036 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.48% |
| 1 Month |
|
|
-86.43% |
| 3 Months |
|
|
-90.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.038 |
| 1M High / 1M Low: |
0.280 |
0.038 |
| 6M High / 6M Low: |
0.930 |
0.038 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.98% |
| Volatility 6M: |
|
240.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
