BVT Put 15 ENI 14.11.2024
/ DE000VC4K5Y9
BVT Put 15 ENI 14.11.2024/ DE000VC4K5Y9 /
| 2024-11-08 8:52:12 AM |
Chg.+0.010 |
Bid9:18:05 AM |
Ask9:18:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.980
Bid Size: 31,000 |
0.990
Ask Size: 31,000 |
ENI S.P.A. |
15.00 EUR |
2024-11-14 |
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: |
2024-11-14 |
| Issue date: |
2024-09-25 |
| Last trading day: |
2024-11-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.17 |
| Parity: |
1.00 |
| Time value: |
0.11 |
| Break-even: |
13.89 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.14 |
| Spread %: |
14.43% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-10.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.860 |
| 1M High / 1M Low: |
1.120 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.929 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
