BVT Put 15.5 ENI 18.07.2024
/ DE000VD58KR6
BVT Put 15.5 ENI 18.07.2024/ DE000VD58KR6 /
| 2024-06-21 8:40:45 AM |
Chg.-0.08 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-5.19% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.50 EUR |
2024-07-18 |
Put |
Master data
| WKN: |
VD58KR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-07-18 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
1.56 |
| Time value: |
0.15 |
| Break-even: |
13.79 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.14 |
| Spread %: |
8.92% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-6.45 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.65% |
| 1 Month |
|
|
+29.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.46 |
| 1M High / 1M Low: |
1.96 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
