BVT Put 15 ENI 19.09.2024
/ DE000VD0C957
BVT Put 15 ENI 19.09.2024/ DE000VD0C957 /
| 9/13/2024 8:41:41 AM |
Chg.-0.11 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-9.02% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.00 EUR |
9/19/2024 |
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: |
9/19/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.18 |
| Parity: |
1.15 |
| Time value: |
0.19 |
| Break-even: |
13.66 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.14 |
| Spread %: |
11.67% |
| Delta: |
-0.76 |
| Theta: |
-0.04 |
| Omega: |
-7.83 |
| Rho: |
0.00 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.51% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-20.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
0.90 |
| 1M High / 1M Low: |
1.22 |
0.34 |
| 6M High / 6M Low: |
1.49 |
0.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
519.90% |
| Volatility 6M: |
|
291.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
