BVT Put 13.5 ENI 19.12.2024
/ DE000VD0C9S5
BVT Put 13.5 ENI 19.12.2024/ DE000VD0C9S5 /
2024-09-06 8:03:46 PM |
Chg.+0.090 |
Bid9:57:05 PM |
Ask9:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+20.93% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
13.50 EUR |
2024-12-19 |
Put |
Master data
WKN: |
VD0C9S |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.50 EUR |
Maturity: |
2024-12-19 |
Issue date: |
2024-02-15 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-0.49 |
Time value: |
0.58 |
Break-even: |
12.92 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.06 |
Spread %: |
11.54% |
Delta: |
-0.36 |
Theta: |
0.00 |
Omega: |
-8.59 |
Rho: |
-0.02 |
Quote data
Open: |
0.500 |
High: |
0.520 |
Low: |
0.490 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+85.71% |
1 Month |
|
|
-3.70% |
3 Months |
|
|
-14.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.270 |
1M High / 1M Low: |
0.540 |
0.270 |
6M High / 6M Low: |
0.860 |
0.270 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.525 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.20% |
Volatility 6M: |
|
173.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |