BVT Put 15.5 ENI 20.03.2025
/ DE000VD3VH99
BVT Put 15.5 ENI 20.03.2025/ DE000VD3VH99 /
| 7/31/2024 5:05:20 PM |
Chg.-0.070 |
Bid5:08:23 PM |
Ask5:08:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-4.58% |
1.470
Bid Size: 42,000 |
1.480
Ask Size: 42,000 |
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: |
-9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.86 |
| Time value: |
0.75 |
| Break-even: |
13.89 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
6.62% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-4.69 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.430 |
| High: |
1.460 |
| Low: |
1.380 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.00% |
| 1 Month |
|
|
-17.51% |
| 3 Months |
|
|
-5.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.530 |
| 1M High / 1M Low: |
2.030 |
1.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
