BVT Put 11.5 ENI 19.12.2024
/ DE000VD0LN13
BVT Put 11.5 ENI 19.12.2024/ DE000VD0LN13 /
| 2024-07-05 8:02:44 PM |
Chg.+0.004 |
Bid9:52:26 PM |
Ask9:52:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
11.50 EUR |
2024-12-19 |
Put |
Master data
| WKN: |
VD0LN1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-120.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-3.11 |
| Time value: |
0.12 |
| Break-even: |
11.38 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
9.01% |
| Delta: |
-0.08 |
| Theta: |
0.00 |
| Omega: |
-10.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.111 |
| High: |
0.116 |
| Low: |
0.111 |
| Previous Close: |
0.112 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
-40.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.082 |
| 1M High / 1M Low: |
0.220 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
