BVT Call 185 ENPH 20.12.2024
/ DE000VM7SN51
BVT Call 185 ENPH 20.12.2024/ DE000VM7SN51 /
8/1/2024 8:06:57 PM |
Chg.-0.040 |
Bid8:30:44 AM |
Ask8:30:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-12.12% |
0.234 Bid Size: 10,000 |
0.248 Ask Size: 10,000 |
Enphase Energy Inc |
185.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VM7SN5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
185.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/3/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.57 |
Parity: |
-6.46 |
Time value: |
0.35 |
Break-even: |
174.42 |
Moneyness: |
0.62 |
Premium: |
0.64 |
Premium p.a.: |
2.60 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.18 |
Theta: |
-0.04 |
Omega: |
5.40 |
Rho: |
0.06 |
Quote data
Open: |
0.330 |
High: |
0.360 |
Low: |
0.290 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-35.56% |
1 Month |
|
|
+37.44% |
3 Months |
|
|
-35.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.290 |
1M High / 1M Low: |
0.570 |
0.211 |
6M High / 6M Low: |
1.840 |
0.211 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.354 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.802 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
298.30% |
Volatility 6M: |
|
250.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |