BVT Call 15 ENI 19.12.2024
/ DE000VD0C916
BVT Call 15 ENI 19.12.2024/ DE000VD0C916 /
| 2024-06-26 7:41:54 PM |
Chg.0.000 |
Bid9:33:59 AM |
Ask9:33:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.430
Bid Size: 58,000 |
0.440
Ask Size: 58,000 |
ENI S.P.A. |
15.00 EUR |
2024-12-19 |
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: |
2024-12-19 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-0.76 |
| Time value: |
0.48 |
| Break-even: |
15.48 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
14.29% |
| Delta: |
0.41 |
| Theta: |
0.00 |
| Omega: |
12.19 |
| Rho: |
0.03 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.320 |
| 1M High / 1M Low: |
0.620 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
