BVT Put 15.5 ENI 20.03.2025
/ DE000VD3VH99
BVT Put 15.5 ENI 20.03.2025/ DE000VD3VH99 /
| 06/09/2024 08:55:24 |
Chg.-0.07 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.50 EUR |
20/03/2025 |
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: |
20/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
1.30 |
| Time value: |
0.69 |
| Break-even: |
13.51 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.12 |
| Spread %: |
6.42% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-4.02 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
-9.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.40 |
| 1M High / 1M Low: |
2.02 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| 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: |
|
116.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
