BVT Call 18.5 ENI 20.03.2025
/ DE000VD42RC7
BVT Call 18.5 ENI 20.03.2025/ DE000VD42RC7 /
| 8/8/2024 8:54:01 AM |
Chg.0.000 |
Bid5:54:00 PM |
Ask5:54:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
0.00% |
0.070
Bid Size: 10,000 |
0.080
Ask Size: 10,000 |
ENI S.P.A. |
18.50 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
VD42RC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
184.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-4.28 |
| Time value: |
0.08 |
| Break-even: |
18.58 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
14.93% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
14.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
-63.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.043 |
| 1M High / 1M Low: |
0.088 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
