BVT Put 13.5 ENI 19.09.2024
/ DE000VD0C932
BVT Put 13.5 ENI 19.09.2024/ DE000VD0C932 /
2024-07-26 8:40:15 AM |
Chg.-0.054 |
Bid2:46:16 PM |
Ask2:46:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.157EUR |
-25.59% |
0.126 Bid Size: 58,000 |
0.136 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: |
0.157 |
High: |
0.157 |
Low: |
0.157 |
Previous Close: |
0.211 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.29% |
1 Month |
|
|
-20.71% |
3 Months |
|
|
-37.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.211 |
0.152 |
1M High / 1M Low: |
0.211 |
0.133 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |