BVT Put 15.5 ENI 19.09.2024
/ DE000VD162B7
BVT Put 15.5 ENI 19.09.2024/ DE000VD162B7 /
| 2024-06-27 8:39:07 AM |
Chg.0.00 |
Bid10:31:35 AM |
Ask10:31:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
0.00% |
1.27
Bid Size: 34,000 |
1.28
Ask Size: 34,000 |
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: |
-9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.26 |
| Time value: |
0.21 |
| Break-even: |
14.03 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.13 |
| Spread %: |
9.70% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-6.75 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.03% |
| 1 Month |
|
|
+6.50% |
| 3 Months |
|
|
-5.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.31 |
| 1M High / 1M Low: |
1.92 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
