BVT Put 16 ENI 19.12.2024
/ DE000VD3VJM5
BVT Put 16 ENI 19.12.2024/ DE000VD3VJM5 /
| 18/10/2024 19:44:40 |
Chg.+0.040 |
Bid20:32:02 |
Ask20:32:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+1.91% |
2.140
Bid Size: 2,000 |
2.280
Ask Size: 2,000 |
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: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
1.84 |
| Time value: |
0.40 |
| Break-even: |
13.76 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.14 |
| Spread %: |
6.67% |
| Delta: |
-0.69 |
| Theta: |
-0.01 |
| Omega: |
-4.38 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.080 |
| High: |
2.150 |
| Low: |
2.060 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.79% |
| 1 Month |
|
|
-1.84% |
| 3 Months |
|
|
+0.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.250 |
1.910 |
| 1M High / 1M Low: |
2.550 |
1.780 |
| 6M High / 6M Low: |
2.820 |
1.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.85% |
| Volatility 6M: |
|
106.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
