BVT Put 15 ENI 19.12.2024
/ DE000VD0C9T3
BVT Put 15 ENI 19.12.2024/ DE000VD0C9T3 /
10/9/2024 7:51:54 PM |
Chg.+0.040 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+3.33% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
15.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
Issue date: |
2/15/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.37 |
Historic volatility: |
0.18 |
Parity: |
0.81 |
Time value: |
0.54 |
Break-even: |
13.65 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.13 |
Spread %: |
10.66% |
Delta: |
-0.59 |
Theta: |
-0.01 |
Omega: |
-6.15 |
Rho: |
-0.02 |
Quote data
Open: |
1.250 |
High: |
1.290 |
Low: |
1.240 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.13% |
1 Month |
|
|
-13.29% |
3 Months |
|
|
-13.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.280 |
0.980 |
1M High / 1M Low: |
1.750 |
0.980 |
6M High / 6M Low: |
1.930 |
0.930 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.362 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.272 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.30% |
Volatility 6M: |
|
147.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |