BVT Call 33 HAL 20.09.2024
/ DE000VM8NQQ6
BVT Call 33 HAL 20.09.2024/ DE000VM8NQQ6 /
| 2024-07-30 8:06:14 PM |
Chg.+0.022 |
Bid9:40:48 AM |
Ask9:40:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.204EUR |
+12.09% |
0.232
Bid Size: 23,000 |
0.242
Ask Size: 23,000 |
Halliburton Co |
33.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8NQQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.11 |
| Break-even: |
32.42 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
5.49% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
10.30 |
| Rho: |
0.03 |
Quote data
| Open: |
0.189 |
| High: |
0.204 |
| Low: |
0.174 |
| Previous Close: |
0.182 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.73% |
| 1 Month |
|
|
-6.85% |
| 3 Months |
|
|
-65.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.146 |
| 1M High / 1M Low: |
0.410 |
0.146 |
| 6M High / 6M Low: |
0.880 |
0.146 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.450 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.15% |
| Volatility 6M: |
|
195.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
