BVT Call 16.5 ENI 20.03.2025
/ DE000VD3VJH5
BVT Call 16.5 ENI 20.03.2025/ DE000VD3VJH5 /
| 08/08/2024 10:33:27 |
Chg.-0.007 |
Bid11:34:36 |
Ask11:34:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
-3.43% |
0.199
Bid Size: 60,000 |
0.209
Ask Size: 60,000 |
ENI S.P.A. |
16.50 EUR |
20/03/2025 |
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: |
20/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-2.28 |
| Time value: |
0.23 |
| Break-even: |
16.73 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
10.48% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
12.97 |
| Rho: |
0.02 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.197 |
| Previous Close: |
0.204 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.92% |
| 1 Month |
|
|
-3.90% |
| 3 Months |
|
|
-57.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.182 |
| 1M High / 1M Low: |
0.310 |
0.156 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
