BVT Put 14.5 ENI 20.06.2024
/ DE000VD0C9E5
BVT Put 14.5 ENI 20.06.2024/ DE000VD0C9E5 /
| 2024-06-07 8:40:56 AM |
Chg.-0.120 |
Bid11:56:48 AM |
Ask11:56:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-22.22% |
0.540
Bid Size: 35,000 |
0.550
Ask Size: 35,000 |
ENI S.P.A. |
14.50 EUR |
2024-06-20 |
Put |
Master data
| WKN: |
VD0C9E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.43 |
| Time value: |
0.16 |
| Break-even: |
13.91 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.12 |
| Spread %: |
25.53% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-16.00 |
| Rho: |
0.00 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.54% |
| 1 Month |
|
|
+35.48% |
| 3 Months |
|
|
-41.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.178 |
| 1M High / 1M Low: |
0.540 |
0.138 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
