BVT Put 13.5 ENI 19.09.2024
/ DE000VD0C932
BVT Put 13.5 ENI 19.09.2024/ DE000VD0C932 /
2024-07-26 1:53:49 PM |
Chg.-0.066 |
Bid3:06:15 PM |
Ask3:06:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.138EUR |
-32.35% |
0.124 Bid Size: 58,000 |
0.134 Ask Size: 58,000 |
ENI S.P.A. |
13.50 EUR |
2024-09-19 |
Put |
Master data
WKN: |
VD0C93 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.50 EUR |
Maturity: |
2024-09-19 |
Issue date: |
2024-02-15 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-51.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-0.52 |
Time value: |
0.27 |
Break-even: |
13.23 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.06 |
Spread %: |
29.81% |
Delta: |
-0.31 |
Theta: |
0.00 |
Omega: |
-15.87 |
Rho: |
-0.01 |
Quote data
Open: |
0.127 |
High: |
0.138 |
Low: |
0.127 |
Previous Close: |
0.204 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.60% |
1 Month |
|
|
-30.30% |
3 Months |
|
|
-44.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.174 |
1M High / 1M Low: |
0.210 |
0.138 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
242.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |