BVT Call 15 ENI 19.12.2024
/ DE000VD0C916
BVT Call 15 ENI 19.12.2024/ DE000VD0C916 /
2024-08-30 8:40:16 AM |
Chg.+0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+4.88% |
- Bid Size: - |
- Ask Size: - |
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: |
29.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-0.19 |
Time value: |
0.50 |
Break-even: |
15.50 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.07 |
Spread %: |
16.28% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
15.03 |
Rho: |
0.02 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.38% |
1 Month |
|
|
-17.31% |
3 Months |
|
|
-20.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.380 |
1M High / 1M Low: |
0.540 |
0.260 |
6M High / 6M Low: |
1.530 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.393 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.620 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.74% |
Volatility 6M: |
|
210.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |