BVT Put 14.5 ENI 14.11.2024
/ DE000VC3FAK2
BVT Put 14.5 ENI 14.11.2024/ DE000VC3FAK2 /
| 2024-11-08 10:32:54 AM |
Chg.-0.010 |
Bid12:47:15 PM |
Ask12:47:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.520
Bid Size: 34,000 |
0.530
Ask Size: 34,000 |
ENI S.P.A. |
14.50 EUR |
2024-11-14 |
Put |
Master data
| WKN: |
VC3FAK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-11-14 |
| Issue date: |
2024-09-05 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-22.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.17 |
| Parity: |
0.41 |
| Time value: |
0.22 |
| Break-even: |
13.87 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.13 |
| Spread %: |
26.00% |
| Delta: |
-0.64 |
| Theta: |
-0.03 |
| Omega: |
-14.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.34% |
| 1 Month |
|
|
-22.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.480 |
| 1M High / 1M Low: |
0.710 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
