BVT Call 16 ENI 19.12.2024
/ DE000VD0C9R7
BVT Call 16 ENI 19.12.2024/ DE000VD0C9R7 /
14/10/2024 20:07:11 |
Chg.-0.001 |
Bid08:54:19 |
Ask08:54:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.103EUR |
-0.96% |
0.082 Bid Size: 10,000 |
0.092 Ask Size: 10,000 |
ENI S.P.A. |
16.00 EUR |
19/12/2024 |
Call |
Master data
WKN: |
VD0C9R |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
19/12/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
121.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-1.68 |
Time value: |
0.12 |
Break-even: |
16.12 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.02 |
Spread %: |
15.69% |
Delta: |
0.16 |
Theta: |
0.00 |
Omega: |
19.62 |
Rho: |
0.00 |
Quote data
Open: |
0.102 |
High: |
0.103 |
Low: |
0.100 |
Previous Close: |
0.104 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.98% |
1 Month |
|
|
+94.34% |
3 Months |
|
|
-33.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.104 |
0.092 |
1M High / 1M Low: |
0.135 |
0.041 |
6M High / 6M Low: |
0.760 |
0.041 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.101 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.229 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.64% |
Volatility 6M: |
|
235.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |