BVT Put 15 ENI 19.09.2024/  DE000VD0C957  /

Frankfurt Zert./VONT
2024-07-26  8:01:00 PM Chg.-0.360 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.650EUR -35.64% -
Bid Size: -
-
Ask Size: -
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: -11.13
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.98
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 0.98
Time value: 0.28
Break-even: 13.74
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.23
Spread %: 22.33%
Delta: -0.67
Theta: 0.00
Omega: -7.43
Rho: -0.02
 

Quote data

Open: 0.670
High: 0.710
Low: 0.650
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -28.57%
3 Months  
+1.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.970
1M High / 1M Low: 1.090 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -