BVT Put 12 ENI 19.12.2024
/ DE000VD0LPN7
BVT Put 12 ENI 19.12.2024/ DE000VD0LPN7 /
| 16/08/2024 09:45:32 |
Chg.-0.011 |
Bid11:34:55 |
Ask11:34:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.149EUR |
-6.88% |
0.150
Bid Size: 58,000 |
0.160
Ask Size: 58,000 |
ENI S.P.A. |
12.00 EUR |
19/12/2024 |
Put |
Master data
| WKN: |
VD0LPN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-81.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
-2.33 |
| Time value: |
0.18 |
| Break-even: |
11.83 |
| Moneyness: |
0.84 |
| Premium: |
0.17 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
6.06% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-10.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.149 |
| High: |
0.149 |
| Low: |
0.149 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.02% |
| 1 Month |
|
|
-4.49% |
| 3 Months |
|
|
-29.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.184 |
0.156 |
| 1M High / 1M Low: |
0.260 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
