BVT Call 16 ENI 20.03.2025
/ DE000VD3VJC6
BVT Call 16 ENI 20.03.2025/ DE000VD3VJC6 /
14/08/2024 08:54:15 |
Chg.-0.040 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-11.76% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
16.00 EUR |
20/03/2025 |
Call |
Master data
WKN: |
VD3VJC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
20/03/2025 |
Issue date: |
11/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
42.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-1.65 |
Time value: |
0.34 |
Break-even: |
16.34 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
13.33% |
Delta: |
0.29 |
Theta: |
0.00 |
Omega: |
12.25 |
Rho: |
0.02 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
-54.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.270 |
1M High / 1M Low: |
0.400 |
0.213 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |