BVT Put 14.5 ENI 18.07.2024
/ DE000VD58H46
BVT Put 14.5 ENI 18.07.2024/ DE000VD58H46 /
| 2024-06-10 10:23:24 AM |
Chg.+0.070 |
Bid12:58:10 PM |
Ask12:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+11.86% |
0.630
Bid Size: 41,000 |
0.640
Ask Size: 41,000 |
ENI S.P.A. |
14.50 EUR |
2024-07-18 |
Put |
Master data
| WKN: |
VD58H4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-07-18 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.51 |
| Time value: |
0.15 |
| Break-even: |
13.84 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
17.86% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-14.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.57% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.350 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
