BVT Call 15 ENI 20.03.2025
/ DE000VD3VJL7
BVT Call 15 ENI 20.03.2025/ DE000VD3VJL7 /
06/09/2024 19:53:18 |
Chg.-0.060 |
Bid21:56:58 |
Ask21:56:58 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-14.29% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
15.00 EUR |
20/03/2025 |
Call |
Master data
WKN: |
VD3VJL |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
20/03/2025 |
Issue date: |
11/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.17 |
Parity: |
-0.80 |
Time value: |
0.46 |
Break-even: |
15.46 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.05 |
Spread %: |
12.20% |
Delta: |
0.40 |
Theta: |
0.00 |
Omega: |
12.50 |
Rho: |
0.03 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.360 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-23.40% |
3 Months |
|
|
-29.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.410 |
1M High / 1M Low: |
0.660 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.554 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |