BVT Put 14.5 ENI 20.12.2024
/ DE000VM0C0F2
BVT Put 14.5 ENI 20.12.2024/ DE000VM0C0F2 /
| 2024-08-08 8:33:51 AM |
Chg.-0.10 |
Bid10:39:08 AM |
Ask10:39:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-8.93% |
1.12
Bid Size: 51,000 |
-
Ask Size: - |
ENI S.P.A. |
14.50 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
VM0C0F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.28 |
| Time value: |
0.85 |
| Break-even: |
13.37 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
8.65% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-5.99 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.66% |
| 1 Month |
|
|
+14.61% |
| 3 Months |
|
|
+13.33% |
| YTD |
|
|
-2.86% |
| 1 Year |
|
|
-54.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
0.71 |
| 1M High / 1M Low: |
1.35 |
0.71 |
| 6M High / 6M Low: |
1.55 |
0.67 |
| High (YTD): |
2024-02-19 |
1.55 |
| Low (YTD): |
2024-04-15 |
0.67 |
| 52W High: |
2023-08-08 |
2.26 |
| 52W Low: |
2024-04-15 |
0.67 |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.21 |
| Avg. volume 1Y: |
|
1.76 |
| Volatility 1M: |
|
233.64% |
| Volatility 6M: |
|
153.84% |
| Volatility 1Y: |
|
123.64% |
| Volatility 3Y: |
|
- |
