BVT Put 15.5 ENI 20.03.2025
/ DE000VD3VH99
BVT Put 15.5 ENI 20.03.2025/ DE000VD3VH99 /
| 9/13/2024 8:55:30 AM |
Chg.-0.08 |
Bid3:42:34 PM |
Ask3:42:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-3.64% |
1.97
Bid Size: 35,000 |
1.98
Ask Size: 35,000 |
ENI S.P.A. |
15.50 EUR |
3/20/2025 |
Put |
Master data
| WKN: |
VD3VH9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
1.65 |
| Time value: |
0.65 |
| Break-even: |
13.20 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.12 |
| Spread %: |
5.50% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-3.56 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.48% |
| 1 Month |
|
|
+26.95% |
| 3 Months |
|
|
+2.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.82 |
| 1M High / 1M Low: |
2.20 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
