BVT Knock-Out ENL/ DE000VM9H2Z2 /
| 5/23/2024 9:47:32 AM | Chg.+0.060 | Bid3:23:18 PM | Ask3:23:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.350EUR | +20.69% | 0.310 Bid Size: 46,000 |
- Ask Size: - |
ENEL S.P.A. ... | 6.92 EUR | 12/31/2078 | Put |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VM9H2Z |
| Currency: | EUR |
| Underlying: | ENEL S.P.A. EO 1 |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 6.92 EUR |
| Maturity: | Endless |
| Issue date: | 2/1/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -23.01 |
| Knock-out: | 6.92 |
| Knock-out violated on: | - |
| Distance to knock-out: | -0.285 |
| Distance to knock-out %: | -4.30% |
| Distance to strike price: | -0.285 |
| Distance to strike price %: | -4.30% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.05 |
| Spread %: | 20.83% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.350 |
|---|---|
| High: | 0.350 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +218.18% | ||
|---|---|---|---|
| 1 Month | -58.82% | ||
| 3 Months | -64.65% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.290 | 0.110 |
|---|---|---|
| 1M High / 1M Low: | 0.870 | 0.110 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.180 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.483 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 494.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
