BVT Put 15.5 ENI 19.12.2024
/ DE000VD16151
BVT Put 15.5 ENI 19.12.2024/ DE000VD16151 /
| 2024-10-09 8:41:34 AM |
Chg.+0.12 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+7.89% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.50 EUR |
2024-12-19 |
Put |
Master data
| WKN: |
VD1615 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
1.31 |
| Time value: |
0.46 |
| Break-even: |
13.73 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.14 |
| Spread %: |
8.59% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-5.15 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.38% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-4.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.46 |
| 1M High / 1M Low: |
2.20 |
1.46 |
| 6M High / 6M Low: |
2.27 |
1.05 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.54% |
| Volatility 6M: |
|
131.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
