BVT Call 17.5 ENI 20.03.2025/  DE000VD3VJF9  /

EUWAX
2024-07-26  8:54:14 AM Chg.+0.048 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.136EUR +54.55% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 17.50 EUR 2025-03-20 Call
 

Master data

WKN: VD3VJF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 17.50 EUR
Maturity: 2025-03-20
Issue date: 2024-04-11
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 97.23
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -3.01
Time value: 0.15
Break-even: 17.65
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 12.03%
Delta: 0.15
Theta: 0.00
Omega: 14.14
Rho: 0.01
 

Quote data

Open: 0.136
High: 0.136
Low: 0.136
Previous Close: 0.088
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.45%
1 Month  
+5.43%
3 Months
  -68.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.088
1M High / 1M Low: 0.159 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -