BVT Put 13.5 ENI 19.12.2024
/ DE000VD0C9S5
BVT Put 13.5 ENI 19.12.2024/ DE000VD0C9S5 /
| 11/8/2024 8:53:30 AM |
Chg.-0.011 |
Bid2:28:16 PM |
Ask2:28:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
-4.85% |
0.223
Bid Size: 60,000 |
0.233
Ask Size: 60,000 |
ENI S.P.A. |
13.50 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-56.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.59 |
| Time value: |
0.25 |
| Break-even: |
13.25 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.04 |
| Spread %: |
18.48% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-16.45 |
| Rho: |
0.00 |
Quote data
| Open: |
0.216 |
| High: |
0.216 |
| Low: |
0.216 |
| Previous Close: |
0.227 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.00% |
| 1 Month |
|
|
-34.55% |
| 3 Months |
|
|
-58.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.218 |
| 1M High / 1M Low: |
0.410 |
0.218 |
| 6M High / 6M Low: |
0.820 |
0.218 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.251 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.49% |
| Volatility 6M: |
|
200.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
