BVT Put 15.5 ENI 16.05.2024
/ DE000VD161U9
BVT Put 15.5 ENI 16.05.2024/ DE000VD161U9 /
| 2024-05-02 7:54:24 PM |
Chg.+0.260 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+54.17% |
-
Bid Size: - |
-
Ask Size: - |
ENI S.P.A. |
15.50 EUR |
2024-05-16 |
Put |
Master data
| WKN: |
VD161U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-05-16 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-29.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.36 |
| Time value: |
0.15 |
| Break-even: |
14.99 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
10.87% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-19.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.660 |
| High: |
0.770 |
| Low: |
0.660 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.74% |
| 1 Month |
|
|
+13.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.350 |
| 1M High / 1M Low: |
0.650 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.393 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
