BVT Put 12.5 ENI 19.12.2024
/ DE000VD0C8G2
BVT Put 12.5 ENI 19.12.2024/ DE000VD0C8G2 /
17/09/2024 08:40:10 |
Chg.-0.040 |
Bid17:49:08 |
Ask17:49:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.187EUR |
-17.62% |
0.178 Bid Size: 10,000 |
0.202 Ask Size: 10,000 |
ENI S.P.A. |
12.50 EUR |
19/12/2024 |
Put |
Master data
WKN: |
VD0C8G |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.50 EUR |
Maturity: |
19/12/2024 |
Issue date: |
15/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-63.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.17 |
Parity: |
-1.61 |
Time value: |
0.22 |
Break-even: |
12.28 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.03 |
Spread %: |
17.55% |
Delta: |
-0.18 |
Theta: |
0.00 |
Omega: |
-11.28 |
Rho: |
-0.01 |
Quote data
Open: |
0.187 |
High: |
0.187 |
Low: |
0.187 |
Previous Close: |
0.227 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.95% |
1 Month |
|
|
-9.66% |
3 Months |
|
|
-55.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.210 |
1M High / 1M Low: |
0.280 |
0.119 |
6M High / 6M Low: |
0.460 |
0.119 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.243 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.273 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.50% |
Volatility 6M: |
|
171.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |