BVT Put 15 ENI 19.09.2024
/ DE000VD0C957
BVT Put 15 ENI 19.09.2024/ DE000VD0C957 /
| 2024-06-07 8:40:56 AM |
Chg.-0.09 |
Bid12:36:00 PM |
Ask12:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-8.18% |
1.11
Bid Size: 39,000 |
1.12
Ask Size: 39,000 |
ENI S.P.A. |
15.00 EUR |
2024-09-19 |
Put |
Master data
| WKN: |
VD0C95 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.93 |
| Time value: |
0.23 |
| Break-even: |
13.84 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.11 |
| Spread %: |
10.48% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-7.84 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.69% |
| 1 Month |
|
|
+27.85% |
| 3 Months |
|
|
-15.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
0.72 |
| 1M High / 1M Low: |
1.10 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
