BVT Knock-Out ENL/ DE000VD006J9 /
| 24/01/2025 09:45:16 | Chg.-0.04 | Bid22:00:44 | Ask22:00:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.30EUR | -2.99% | - Bid Size: - |
- Ask Size: - |
ENEL S.P.A. ... | 5.36 EUR | 31/12/2078 | Call |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VD006J |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 5.36 EUR |
| Maturity: | Endless |
| Issue date: | 27/02/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.14 |
| Knock-out: | 5.36 |
| Knock-out violated on: | - |
| Distance to knock-out: | 1.30 |
| Distance to knock-out %: | 19.52% |
| Distance to strike price: | 1.30 |
| Distance to strike price %: | 19.52% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.03 |
| Spread %: | 2.36% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.30 |
|---|---|
| High: | 1.30 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.08% | ||
|---|---|---|---|
| 1 Month | -3.70% | ||
| 3 Months | -26.97% | ||
| YTD | -6.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.52 | 1.30 |
|---|---|---|
| 1M High / 1M Low: | 1.69 | 1.30 |
| 6M High / 6M Low: | 1.99 | 1.00 |
| High (YTD): | 17/01/2025 | 1.69 |
| Low (YTD): | 24/01/2025 | 1.30 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.39 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.46 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 1.49 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.34% | |
| Volatility 6M: | 78.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |