BVT Put 15.5 ENI 18.07.2024
/ DE000VD58KR6
BVT Put 15.5 ENI 18.07.2024/ DE000VD58KR6 /
| 05/07/2024 17:03:27 |
Chg.+0.140 |
Bid17:23:17 |
Ask17:23:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+14.89% |
1.100
Bid Size: 30,000 |
1.110
Ask Size: 30,000 |
ENI S.P.A. |
15.50 EUR |
18/07/2024 |
Put |
Master data
| WKN: |
VD58KR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
18/07/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
0.89 |
| Time value: |
0.19 |
| Break-even: |
14.42 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.15 |
| Spread %: |
16.13% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-9.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.920 |
| High: |
1.080 |
| Low: |
0.920 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-31.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.890 |
| 1M High / 1M Low: |
2.030 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
