BVT Put 15 ENI 20.03.2025
/ DE000VD3VH81
BVT Put 15 ENI 20.03.2025/ DE000VD3VH81 /
8/8/2024 8:52:07 AM |
Chg.-0.08 |
Bid9:41:55 PM |
Ask9:41:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.55EUR |
-4.91% |
1.49 Bid Size: 3,000 |
1.59 Ask Size: 3,000 |
ENI S.P.A. |
15.00 EUR |
3/20/2025 |
Put |
Master data
WKN: |
VD3VH8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
3/20/2025 |
Issue date: |
4/11/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
0.78 |
Time value: |
0.83 |
Break-even: |
13.39 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.10 |
Spread %: |
6.62% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-4.47 |
Rho: |
-0.05 |
Quote data
Open: |
1.55 |
High: |
1.55 |
Low: |
1.55 |
Previous Close: |
1.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.78% |
1 Month |
|
|
+17.42% |
3 Months |
|
|
+22.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.73 |
1.15 |
1M High / 1M Low: |
1.73 |
1.15 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |