BVT Put 15.5 ENI 19.12.2024
/ DE000VD16151
BVT Put 15.5 ENI 19.12.2024/ DE000VD16151 /
| 2024-07-08 8:39:09 AM |
Chg.+0.13 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+8.97% |
-
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: |
-8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
1.05 |
| Time value: |
0.64 |
| Break-even: |
13.81 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.11 |
| Spread %: |
6.96% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-4.78 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.33% |
| 1 Month |
|
|
-13.19% |
| 3 Months |
|
|
+38.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.45 |
| 1M High / 1M Low: |
2.27 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
