BVT Put 15 ENI 19.09.2024
/ DE000VD0C957
BVT Put 15 ENI 19.09.2024/ DE000VD0C957 /
| 2024-07-12 8:39:22 AM |
Chg.-0.040 |
Bid8:28:56 PM |
Ask8:28:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-4.55% |
0.860
Bid Size: 3,500 |
0.970
Ask Size: 3,500 |
ENI S.P.A. |
15.00 EUR |
2024-09-19 |
Put |
Master data
| WKN: |
VD0C95 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.80 |
| Time value: |
0.15 |
| Break-even: |
14.05 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.11 |
| Spread %: |
13.10% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-10.23 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.23% |
| 1 Month |
|
|
-21.50% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.650 |
| 1M High / 1M Low: |
1.490 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
