BVT Put 15.5 ENI 19.09.2024
/ DE000VD162B7
BVT Put 15.5 ENI 19.09.2024/ DE000VD162B7 /
| 2024-07-04 4:57:49 PM |
Chg.-0.140 |
Bid5:36:06 PM |
Ask5:36:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-11.97% |
1.030
Bid Size: 3,000 |
1.120
Ask Size: 3,000 |
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: |
-11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.04 |
| Time value: |
0.25 |
| Break-even: |
14.21 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.12 |
| Spread %: |
10.26% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-7.48 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.030 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.90% |
| 1 Month |
|
|
-32.68% |
| 3 Months |
|
|
+25.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.030 |
| 1M High / 1M Low: |
2.030 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
