BVT Put 14.5 ENI 14.08.2024
/ DE000VD7MS44
BVT Put 14.5 ENI 14.08.2024/ DE000VD7MS44 /
2024-07-26 2:00:35 PM |
Chg.-0.270 |
Bid2:57:56 PM |
Ask2:57:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-52.94% |
0.215 Bid Size: 38,000 |
0.225 Ask Size: 38,000 |
ENI S.P.A. |
14.50 - |
2024-08-14 |
Put |
Master data
WKN: |
VD7MS4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.50 - |
Maturity: |
2024-08-14 |
Issue date: |
2024-06-10 |
Last trading day: |
2024-08-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
0.48 |
Time value: |
0.26 |
Break-even: |
13.76 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.21 |
Spread %: |
39.62% |
Delta: |
-0.63 |
Theta: |
-0.01 |
Omega: |
-11.95 |
Rho: |
0.00 |
Quote data
Open: |
0.223 |
High: |
0.240 |
Low: |
0.223 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-55.56% |
1 Month |
|
|
-51.02% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.480 |
1M High / 1M Low: |
0.590 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
319.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |