BVT Put 16 ENI 19.12.2024
/ DE000VD3VJM5
BVT Put 16 ENI 19.12.2024/ DE000VD3VJM5 /
| 10/15/2024 10:16:08 AM |
Chg.+0.370 |
Bid11:45:03 AM |
Ask11:45:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.280EUR |
+19.37% |
2.260
Bid Size: 33,000 |
2.270
Ask Size: 33,000 |
ENI S.P.A. |
16.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
1.65 |
| Time value: |
0.40 |
| Break-even: |
13.95 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
7.33% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-4.77 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.280 |
| High: |
2.280 |
| Low: |
2.280 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.14% |
| 1 Month |
|
|
-6.17% |
| 3 Months |
|
|
+7.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.910 |
| 1M High / 1M Low: |
2.550 |
1.780 |
| 6M High / 6M Low: |
2.820 |
1.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.074 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.81% |
| Volatility 6M: |
|
105.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
