BVT Put 56 ENPH 20.12.2024
/ DE000VM72VK0
BVT Put 56 ENPH 20.12.2024/ DE000VM72VK0 /
06/09/2024 19:53:23 |
Chg.+0.013 |
Bid21:58:15 |
Ask21:58:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
+27.66% |
- Bid Size: - |
- Ask Size: - |
Enphase Energy Inc |
56.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
VM72VK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
56.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
08/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-132.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.80 |
Historic volatility: |
0.56 |
Parity: |
-4.75 |
Time value: |
0.07 |
Break-even: |
49.78 |
Moneyness: |
0.52 |
Premium: |
0.49 |
Premium p.a.: |
3.07 |
Spread abs.: |
0.01 |
Spread %: |
15.63% |
Delta: |
-0.04 |
Theta: |
-0.02 |
Omega: |
-4.94 |
Rho: |
-0.01 |
Quote data
Open: |
0.055 |
High: |
0.060 |
Low: |
0.054 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+57.89% |
1 Month |
|
|
-52.00% |
3 Months |
|
|
-46.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.033 |
1M High / 1M Low: |
0.125 |
0.033 |
6M High / 6M Low: |
0.350 |
0.033 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.165 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
288.78% |
Volatility 6M: |
|
226.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |