BVT Put 16 ENI 19.09.2024
/ DE000VD3VJT0
BVT Put 16 ENI 19.09.2024/ DE000VD3VJT0 /
14/08/2024 08:54:15 |
Chg.+0.13 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.65EUR |
+8.55% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
16.00 EUR |
19/09/2024 |
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: |
19/09/2024 |
Issue date: |
11/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.65 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.40 |
Historic volatility: |
0.17 |
Parity: |
1.65 |
Time value: |
0.15 |
Break-even: |
14.20 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.15 |
Spread %: |
9.09% |
Delta: |
-0.78 |
Theta: |
-0.01 |
Omega: |
-6.23 |
Rho: |
-0.01 |
Quote data
Open: |
1.65 |
High: |
1.65 |
Low: |
1.65 |
Previous Close: |
1.52 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.24% |
1 Month |
|
|
-5.17% |
3 Months |
|
|
+32.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.97 |
1.52 |
1M High / 1M Low: |
2.11 |
1.32 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |