BVT Put 15.5 ENI 19.09.2024/  DE000VD162B7  /

EUWAX
7/26/2024  8:39:42 AM Chg.-0.34 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
1.22EUR -21.79% -
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: -11.68
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.01
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 1.01
Time value: 0.23
Break-even: 14.26
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.13
Spread %: 11.71%
Delta: -0.69
Theta: 0.00
Omega: -8.04
Rho: -0.02
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.96%
1 Month
  -6.87%
3 Months  
+40.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.56 1.22
1M High / 1M Low: 1.56 1.01
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -