BVT Put 15.5 ENI 19.09.2024/  DE000VD162B7  /

Frankfurt Zert./VONT
2024-07-24  7:57:27 PM Chg.-0.020 Bid9:59:28 PM Ask9:59:28 PM Underlying Strike price Expiration date Option type
1.520EUR -1.30% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 15.50 EUR 2024-09-19 Put
 

Master data

WKN: VD162B
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Put
Strike price: 15.50 EUR
Maturity: 2024-09-19
Issue date: 2024-03-14
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -8.45
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.47
Implied volatility: 0.34
Historic volatility: 0.17
Parity: 1.47
Time value: 0.19
Break-even: 13.84
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.14
Spread %: 9.21%
Delta: -0.74
Theta: 0.00
Omega: -6.25
Rho: -0.02
 

Quote data

Open: 1.550
High: 1.550
Low: 1.460
Previous Close: 1.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.69%
1 Month  
+15.15%
3 Months  
+68.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.270
1M High / 1M Low: 1.540 1.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.440
Avg. volume 1W:   0.000
Avg. price 1M:   1.308
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -