BVT Put 14.5 ENI 20.03.2025/  DE000VD3VJB8  /

EUWAX
23/12/2024  08:53:08 Chg.-0.04 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
1.81EUR -2.16% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 14.50 EUR 20/03/2025 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: 20/03/2025
Issue date: 11/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -6.48
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.80
Implied volatility: 0.33
Historic volatility: 0.17
Parity: 1.80
Time value: 0.16
Break-even: 12.54
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.13
Spread %: 7.10%
Delta: -0.76
Theta: 0.00
Omega: -4.95
Rho: -0.03
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.48%
1 Month  
+90.53%
3 Months  
+90.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.49
1M High / 1M Low: 1.85 0.83
6M High / 6M Low: 1.85 0.79
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.09
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.98%
Volatility 6M:   139.31%
Volatility 1Y:   -
Volatility 3Y:   -