BVT Put 11.5 ENI 19.12.2024
/ DE000VD0LN13
BVT Put 11.5 ENI 19.12.2024/ DE000VD0LN13 /
30/08/2024 20:03:59 |
Chg.-0.004 |
Bid21:50:15 |
Ask21:50:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
-5.71% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
11.50 EUR |
19/12/2024 |
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: |
19/12/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-190.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.17 |
Parity: |
-3.17 |
Time value: |
0.08 |
Break-even: |
11.42 |
Moneyness: |
0.78 |
Premium: |
0.22 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.01 |
Spread %: |
14.93% |
Delta: |
-0.06 |
Theta: |
0.00 |
Omega: |
-12.10 |
Rho: |
0.00 |
Quote data
Open: |
0.064 |
High: |
0.066 |
Low: |
0.062 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.47% |
1 Month |
|
|
-37.74% |
3 Months |
|
|
-49.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.083 |
0.066 |
1M High / 1M Low: |
0.200 |
0.066 |
6M High / 6M Low: |
0.330 |
0.066 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.075 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.113 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
240.58% |
Volatility 6M: |
|
175.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |