BVT Call 16 ENI 19.12.2024
/ DE000VD0C9R7
BVT Call 16 ENI 19.12.2024/ DE000VD0C9R7 /
| 07/08/2024 20:07:34 |
Chg.+0.017 |
Bid10:22:47 |
Ask10:22:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
+12.06% |
0.154
Bid Size: 60,000 |
0.164
Ask Size: 60,000 |
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: |
76.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.78 |
| Time value: |
0.19 |
| Break-even: |
16.19 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
12.80% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
15.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.128 |
| High: |
0.165 |
| Low: |
0.128 |
| Previous Close: |
0.141 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.39% |
| 1 Month |
|
|
-8.67% |
| 3 Months |
|
|
-64.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.201 |
0.141 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
