BVT Call 17 ENI 19.12.2024/  DE000VD04397  /

EUWAX
2024-07-08  8:43:39 AM Chg.-0.024 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
0.103EUR -18.90% -
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: 123.54
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -2.55
Time value: 0.12
Break-even: 17.12
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 12.50%
Delta: 0.13
Theta: 0.00
Omega: 16.68
Rho: 0.01
 

Quote data

Open: 0.103
High: 0.103
Low: 0.103
Previous Close: 0.127
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.21%
1 Month  
+18.39%
3 Months
  -76.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.127 0.106
1M High / 1M Low: 0.127 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -