BVT Put 15.5 ENI 19.12.2024
/ DE000VD16151
BVT Put 15.5 ENI 19.12.2024/ DE000VD16151 /
06/09/2024 08:41:12 |
Chg.-0.09 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.73EUR |
-4.95% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
15.50 EUR |
19/12/2024 |
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: |
19/12/2024 |
Issue date: |
14/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.40 |
Historic volatility: |
0.17 |
Parity: |
1.30 |
Time value: |
0.61 |
Break-even: |
13.59 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.13 |
Spread %: |
7.30% |
Delta: |
-0.60 |
Theta: |
0.00 |
Omega: |
-4.47 |
Rho: |
-0.03 |
Quote data
Open: |
1.73 |
High: |
1.73 |
Low: |
1.73 |
Previous Close: |
1.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.22% |
1 Month |
|
|
-7.49% |
3 Months |
|
|
-9.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.82 |
1.27 |
1M High / 1M Low: |
1.89 |
1.27 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |