BVT Put 14.5 ENI 19.09.2024
/ DE000VD0C940
BVT Put 14.5 ENI 19.09.2024/ DE000VD0C940 /
| 6/27/2024 8:39:33 AM |
Chg.0.000 |
Bid10:23:25 AM |
Ask10:23:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
0.00% |
0.540
Bid Size: 55,000 |
0.550
Ask Size: 55,000 |
ENI S.P.A. |
14.50 EUR |
9/19/2024 |
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: |
9/19/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.26 |
| Time value: |
0.40 |
| Break-even: |
13.84 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
13.79% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-11.16 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.32% |
| 1 Month |
|
|
+1.82% |
| 3 Months |
|
|
-25.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.560 |
| 1M High / 1M Low: |
1.060 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
