BVT Put 14.5 ENI 19.09.2024
/ DE000VD0C940
BVT Put 14.5 ENI 19.09.2024/ DE000VD0C940 /
| 26/07/2024 16:46:26 |
Chg.-0.250 |
Bid16:56:22 |
Ask16:56:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-39.68% |
0.390
Bid Size: 45,000 |
0.400
Ask Size: 45,000 |
ENI S.P.A. |
14.50 EUR |
19/09/2024 |
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: |
19/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
0.33 |
| Break-even: |
13.69 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.18 |
| Spread %: |
28.57% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-10.17 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.68% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-24.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.580 |
| 1M High / 1M Low: |
0.680 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
