BVT Put 14.5 ENI 20.03.2025
/ DE000VD3VJB8
BVT Put 14.5 ENI 20.03.2025/ DE000VD3VJB8 /
| 8/8/2024 5:00:30 PM |
Chg.-0.030 |
Bid5:46:32 PM |
Ask5:46:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-2.50% |
1.160
Bid Size: 3,000 |
1.220
Ask Size: 3,000 |
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: |
-11.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.28 |
| Time value: |
0.97 |
| Break-even: |
13.25 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
6.84% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-5.14 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.170 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.71% |
| 1 Month |
|
|
+7.34% |
| 3 Months |
|
|
+10.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.020 |
| 1M High / 1M Low: |
1.390 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
