BVT Put 16 ENI 19.12.2024
/ DE000VD3VJM5
BVT Put 16 ENI 19.12.2024/ DE000VD3VJM5 /
15/08/2024 13:41:20 |
Chg.-0.050 |
Bid13:41:20 |
Ask13:41:20 |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
-2.37% |
- Bid Size: - |
- Ask Size: - |
ENI S.P.A. |
16.00 EUR |
19/12/2024 |
Put |
Master data
WKN: |
VD3VJM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
19/12/2024 |
Issue date: |
11/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
1.67 |
Implied volatility: |
0.39 |
Historic volatility: |
0.17 |
Parity: |
1.67 |
Time value: |
0.58 |
Break-even: |
13.75 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.13 |
Spread %: |
6.13% |
Delta: |
-0.62 |
Theta: |
0.00 |
Omega: |
-3.95 |
Rho: |
-0.04 |
Quote data
Open: |
2.060 |
High: |
2.060 |
Low: |
2.060 |
Previous Close: |
2.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.90% |
1 Month |
|
|
-2.83% |
3 Months |
|
|
+13.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.130 |
1.960 |
1M High / 1M Low: |
2.460 |
1.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.150 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |