BVT Put 15 ENI 14.11.2024
/ DE000VC4K5Y9
BVT Put 15 ENI 14.11.2024/ DE000VC4K5Y9 /
| 12/11/2024 20:00:53 |
Chg.+0.230 |
Bid10:21:33 |
Ask10:21:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+23.96% |
1.240
Bid Size: 32,000 |
1.250
Ask Size: 32,000 |
ENI S.P.A. |
15.00 EUR |
14/11/2024 |
Put |
Master data
| WKN: |
VC4K5Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
14/11/2024 |
| Issue date: |
25/09/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.17 |
| Parity: |
1.19 |
| Time value: |
0.11 |
| Break-even: |
13.70 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
18.06 |
| Spread abs.: |
0.14 |
| Spread %: |
12.07% |
| Delta: |
-0.82 |
| Theta: |
-0.16 |
| Omega: |
-8.70 |
| Rho: |
0.00 |
Quote data
| Open: |
1.070 |
| High: |
1.240 |
| Low: |
1.070 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.960 |
| 1M High / 1M Low: |
1.190 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
