BVT Put 16 ENI 19.09.2024
/ DE000VD3VJT0
BVT Put 16 ENI 19.09.2024/ DE000VD3VJT0 /
| 7/26/2024 8:54:14 AM |
Chg.-0.36 |
Bid11:38:00 AM |
Ask11:38:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-17.65% |
1.57
Bid Size: 30,000 |
1.58
Ask Size: 30,000 |
ENI S.P.A. |
16.00 EUR |
9/19/2024 |
Put |
Master data
| WKN: |
VD3VJT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
9/19/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
1.98 |
| Time value: |
0.24 |
| Break-even: |
13.78 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.28 |
| Spread %: |
14.43% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-4.73 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-5.62% |
| 3 Months |
|
|
+42.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.82 |
| 1M High / 1M Low: |
2.04 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
