BVT Call 17 ENI 19.12.2024
/ DE000VD04397
BVT Call 17 ENI 19.12.2024/ DE000VD04397 /
| 2024-08-08 8:41:47 AM |
Chg.0.000 |
Bid9:35:56 AM |
Ask9:35:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
0.00% |
0.072
Bid Size: 60,000 |
0.082
Ask Size: 60,000 |
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: |
159.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-2.78 |
| Time value: |
0.09 |
| Break-even: |
17.09 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
12.66% |
| Delta: |
0.11 |
| Theta: |
0.00 |
| Omega: |
17.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.075 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.44% |
| 1 Month |
|
|
-27.18% |
| 3 Months |
|
|
-68.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.118 |
0.052 |
| 1M High / 1M Low: |
0.118 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
