BVT Put 14.5 ENI 20.03.2025
/ DE000VD3VJB8
BVT Put 14.5 ENI 20.03.2025/ DE000VD3VJB8 /
10/15/2024 8:53:03 AM |
Chg.+0.030 |
Bid2:56:08 PM |
Ask2:56:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+3.26% |
1.120 Bid Size: 60,000 |
1.130 Ask Size: 60,000 |
ENI S.P.A. |
14.50 EUR |
3/20/2025 |
Put |
Master data
WKN: |
VD3VJB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.50 EUR |
Maturity: |
3/20/2025 |
Issue date: |
4/11/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
0.15 |
Time value: |
0.82 |
Break-even: |
13.53 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.08 |
Spread %: |
8.99% |
Delta: |
-0.46 |
Theta: |
0.00 |
Omega: |
-6.76 |
Rho: |
-0.03 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
0.920 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.74% |
1 Month |
|
|
-28.03% |
3 Months |
|
|
-10.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.890 |
1M High / 1M Low: |
1.330 |
0.890 |
6M High / 6M Low: |
1.590 |
0.680 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.933 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.075 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.83% |
Volatility 6M: |
|
136.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |