BVT Call 13.5 ENI 19.09.2024
/ DE000VD0LQE4
BVT Call 13.5 ENI 19.09.2024/ DE000VD0LQE4 /
| 2024-06-10 4:52:01 PM |
Chg.+0.040 |
Bid5:05:15 PM |
Ask5:05:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+4.12% |
1.010
Bid Size: 39,000 |
1.020
Ask Size: 39,000 |
ENI S.P.A. |
13.50 EUR |
2024-09-19 |
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: |
2024-09-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.62 |
| Break-even: |
14.61 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.11 |
| Spread %: |
11.00% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
8.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.890 |
| High: |
1.010 |
| Low: |
0.890 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.84% |
| 1 Month |
|
|
-45.70% |
| 3 Months |
|
|
-30.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.910 |
| 1M High / 1M Low: |
1.860 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
