BVT Put 16 ENI 20.03.2025
/ DE000VD3VJK9
BVT Put 16 ENI 20.03.2025/ DE000VD3VJK9 /
| 18/10/2024 20:00:47 |
Chg.+0.040 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.180EUR |
+1.87% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
16.00 EUR |
20/03/2025 |
Put |
Master data
| WKN: |
VD3VJK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
1.90 |
| Time value: |
0.43 |
| Break-even: |
13.67 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.13 |
| Spread %: |
5.91% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-3.96 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.080 |
| High: |
2.200 |
| Low: |
2.080 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.46% |
| 1 Month |
|
|
+7.39% |
| 3 Months |
|
|
-8.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
1.980 |
| 1M High / 1M Low: |
2.580 |
1.880 |
| 6M High / 6M Low: |
2.880 |
1.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.81% |
| Volatility 6M: |
|
100.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
