BVT Call 15 ENI 19.12.2024
/ DE000VD0C916
BVT Call 15 ENI 19.12.2024/ DE000VD0C916 /
| 11/19/2024 10:11:49 AM |
Chg.-0.014 |
Bid10:21:05 AM |
Ask10:21:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-26.42% |
0.037
Bid Size: 62,000 |
0.047
Ask Size: 62,000 |
ENI S.P.A. |
15.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
210.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-1.10 |
| Time value: |
0.07 |
| Break-even: |
15.07 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.01 |
| Spread %: |
24.53% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
30.01 |
| Rho: |
0.00 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.053 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-78.33% |
| 3 Months |
|
|
-90.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.036 |
| 1M High / 1M Low: |
0.212 |
0.036 |
| 6M High / 6M Low: |
0.680 |
0.036 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.70% |
| Volatility 6M: |
|
245.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
