BVT Put 14 ENI 14.08.2024
/ DE000VD7MSW5
BVT Put 14 ENI 14.08.2024/ DE000VD7MSW5 /
| 2024-07-26 8:55:39 AM |
Chg.-0.117 |
Bid4:47:37 PM |
Ask4:47:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.133EUR |
-46.80% |
0.075
Bid Size: 58,000 |
0.085
Ask Size: 58,000 |
ENI S.P.A. |
14.00 - |
2024-08-14 |
Put |
Master data
| WKN: |
VD7MSW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 - |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-08-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-41.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.02 |
| Time value: |
0.34 |
| Break-even: |
13.66 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.12 |
| Spread %: |
54.55% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-19.25 |
| Rho: |
0.00 |
Quote data
| Open: |
0.133 |
| High: |
0.133 |
| Low: |
0.133 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.86% |
| 1 Month |
|
|
-46.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.177 |
| 1M High / 1M Low: |
0.260 |
0.145 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
