BVT Call 17 ENI 19.12.2024
/ DE000VD04397
BVT Call 17 ENI 19.12.2024/ DE000VD04397 /
2024-08-30 8:43:51 AM |
Chg.+0.003 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
+4.92% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
17.00 EUR |
2024-12-19 |
Call |
Master data
WKN: |
VD0439 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
2024-12-19 |
Issue date: |
2024-02-29 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
202.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-2.19 |
Time value: |
0.07 |
Break-even: |
17.07 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
15.87% |
Delta: |
0.11 |
Theta: |
0.00 |
Omega: |
21.90 |
Rho: |
0.00 |
Quote data
Open: |
0.064 |
High: |
0.064 |
Low: |
0.064 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.08% |
1 Month |
|
|
-42.86% |
3 Months |
|
|
-51.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.057 |
1M High / 1M Low: |
0.118 |
0.052 |
6M High / 6M Low: |
0.560 |
0.052 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.168 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
279.43% |
Volatility 6M: |
|
236.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |