BVT Put 15.5 ENI 19.12.2024
/ DE000VD16151
BVT Put 15.5 ENI 19.12.2024/ DE000VD16151 /
| 7/31/2024 8:38:41 AM |
Chg.-0.06 |
Bid2:53:44 PM |
Ask2:53:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-4.11% |
1.26
Bid Size: 38,000 |
1.27
Ask Size: 38,000 |
ENI S.P.A. |
15.50 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.86 |
| Time value: |
0.65 |
| Break-even: |
13.99 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.11 |
| Spread %: |
7.86% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-5.33 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.21% |
| 1 Month |
|
|
-17.16% |
| 3 Months |
|
|
+10.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.46 |
| 1M High / 1M Low: |
1.97 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
