BVT Call 13.5 ENI 19.09.2024
/ DE000VD0LQE4
BVT Call 13.5 ENI 19.09.2024/ DE000VD0LQE4 /
| 21/06/2024 19:54:01 |
Chg.-0.150 |
Bid21:59:44 |
Ask21:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-15.15% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
13.50 EUR |
19/09/2024 |
Call |
Master data
| WKN: |
VD0LQE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
19/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.63 |
| Time value: |
0.41 |
| Break-even: |
14.54 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.11 |
| Spread %: |
11.83% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
9.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.840 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.70% |
| 1 Month |
|
|
-34.88% |
| 3 Months |
|
|
-37.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.650 |
| 1M High / 1M Low: |
1.440 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
