BVT Put 14.5 ENI 20.03.2025
/ DE000VD3VJB8
BVT Put 14.5 ENI 20.03.2025/ DE000VD3VJB8 /
15/10/2024 10:30:47 |
Chg.+0.250 |
Bid12:26:39 |
Ask12:26:39 |
Underlying |
Strike price |
Expiration date |
Option type |
1.130EUR |
+28.41% |
1.130 Bid Size: 62,000 |
1.140 Ask Size: 62,000 |
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: |
-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: |
1.130 |
High: |
1.130 |
Low: |
1.130 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.00% |
1 Month |
|
|
-8.87% |
3 Months |
|
|
+5.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.880 |
1M High / 1M Low: |
1.310 |
0.840 |
6M High / 6M Low: |
1.640 |
0.800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.948 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.034 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.083 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.84% |
Volatility 6M: |
|
139.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |