BVT Put 13.5 ENI 19.12.2024
/ DE000VD0C9S5
BVT Put 13.5 ENI 19.12.2024/ DE000VD0C9S5 /
| 2024-09-06 8:41:45 AM |
Chg.-0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-8.70% |
-
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: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-28.81% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.260 |
| 1M High / 1M Low: |
0.590 |
0.260 |
| 6M High / 6M Low: |
0.820 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.68% |
| Volatility 6M: |
|
174.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
