BVT Call 16.5 ENI 20.03.2025
/ DE000VD3VJH5
BVT Call 16.5 ENI 20.03.2025/ DE000VD3VJH5 /
2024-07-26 2:03:31 PM |
Chg.+0.072 |
Bid4:33:19 PM |
Ask4:33:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+36.36% |
0.250 Bid Size: 58,000 |
0.260 Ask Size: 58,000 |
ENI S.P.A. |
16.50 EUR |
2025-03-20 |
Call |
Master data
WKN: |
VD3VJH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.50 EUR |
Maturity: |
2025-03-20 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
59.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
-2.48 |
Time value: |
0.24 |
Break-even: |
16.74 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.04 |
Spread %: |
21.54% |
Delta: |
0.21 |
Theta: |
0.00 |
Omega: |
12.24 |
Rho: |
0.02 |
Quote data
Open: |
0.260 |
High: |
0.270 |
Low: |
0.260 |
Previous Close: |
0.198 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+60.71% |
1 Month |
|
|
+22.17% |
3 Months |
|
|
-59.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.198 |
0.162 |
1M High / 1M Low: |
0.280 |
0.156 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |