BVT Put 15 ENI 19.12.2024
/ DE000VD0C9T3
BVT Put 15 ENI 19.12.2024/ DE000VD0C9T3 /
| 19/11/2024 10:21:10 |
Chg.+0.150 |
Bid10:26:19 |
Ask10:26:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+13.76% |
1.280
Bid Size: 33,000 |
1.290
Ask Size: 33,000 |
ENI S.P.A. |
15.00 EUR |
19/12/2024 |
Put |
Master data
| WKN: |
VD0C9T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.17 |
| Parity: |
1.10 |
| Time value: |
0.13 |
| Break-even: |
13.77 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.14 |
| Spread %: |
12.84% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-8.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.240 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.29% |
| 1 Month |
|
|
+0.81% |
| 3 Months |
|
|
+10.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.090 |
| 1M High / 1M Low: |
1.430 |
0.940 |
| 6M High / 6M Low: |
1.930 |
0.930 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.00% |
| Volatility 6M: |
|
158.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
