BVT Put 15 ENI 19.12.2024
/ DE000VD0C9T3
BVT Put 15 ENI 19.12.2024/ DE000VD0C9T3 /
| 09/10/2024 08:42:10 |
Chg.+0.10 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+8.93% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-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: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.63% |
| 1 Month |
|
|
-13.48% |
| 3 Months |
|
|
-7.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.07 |
| 1M High / 1M Low: |
1.73 |
1.07 |
| 6M High / 6M Low: |
1.88 |
0.84 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.67% |
| Volatility 6M: |
|
154.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
