BVT Call 13.5 ENI 20.06.2024
/ DE000VD0LQL9
BVT Call 13.5 ENI 20.06.2024/ DE000VD0LQL9 /
| 2024-06-03 8:02:58 PM |
Chg.-0.130 |
Bid8:01:37 AM |
Ask8:01:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-11.71% |
0.920
Bid Size: 3,300 |
0.990
Ask Size: 3,300 |
ENI S.P.A. |
13.50 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VD0LQL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.25 |
| Break-even: |
14.75 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.15 |
| Spread %: |
13.64% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
8.87 |
| Rho: |
0.00 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
0.970 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.24% |
| 1 Month |
|
|
-27.94% |
| 3 Months |
|
|
-4.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.860 |
| 1M High / 1M Low: |
1.730 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
