BVT Put 15.5 ENI 19.09.2024
/ DE000VD162B7
BVT Put 15.5 ENI 19.09.2024/ DE000VD162B7 /
8/28/2024 7:56:58 PM |
Chg.-0.010 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-1.12% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
15.50 EUR |
9/19/2024 |
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: |
9/19/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.37 |
Historic volatility: |
0.17 |
Parity: |
0.80 |
Time value: |
0.21 |
Break-even: |
14.49 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.14 |
Spread %: |
16.09% |
Delta: |
-0.70 |
Theta: |
-0.01 |
Omega: |
-10.14 |
Rho: |
-0.01 |
Quote data
Open: |
0.860 |
High: |
0.920 |
Low: |
0.860 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
-19.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
0.780 |
1M High / 1M Low: |
1.590 |
0.780 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.984 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |