BVT Put 14.5 ENI 19.09.2024/  DE000VD0C940  /

Frankfurt Zert./VONT
2024-07-05  7:47:51 PM Chg.+0.060 Bid9:52:25 PM Ask9:52:25 PM Underlying Strike price Expiration date Option type
0.460EUR +15.00% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 14.50 EUR 2024-09-19 Put
 

Master data

WKN: VD0C94
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Put
Strike price: 14.50 EUR
Maturity: 2024-09-19
Issue date: 2024-02-15
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -31.75
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.11
Time value: 0.46
Break-even: 14.04
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 15.00%
Delta: -0.42
Theta: 0.00
Omega: -13.34
Rho: -0.01
 

Quote data

Open: 0.390
High: 0.470
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month
  -40.26%
3 Months  
+6.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 1.110 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.699
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -