BVT Call 17 ENI 19.12.2024
/ DE000VD04397
BVT Call 17 ENI 19.12.2024/ DE000VD04397 /
| 05/07/2024 08:44:49 |
Chg.+0.021 |
Bid20:47:05 |
Ask20:47:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
+19.81% |
0.101
Bid Size: 10,000 |
0.113
Ask Size: 10,000 |
ENI S.P.A. |
17.00 EUR |
19/12/2024 |
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: |
19/12/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
102.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-2.39 |
| Time value: |
0.14 |
| Break-even: |
17.14 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
12.70% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
16.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.127 |
| High: |
0.127 |
| Low: |
0.127 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.29% |
| 1 Month |
|
|
+56.79% |
| 3 Months |
|
|
-62.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.096 |
| 1M High / 1M Low: |
0.119 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
