BVT Call 34 HAL 20.09.2024/  DE000VM8A0J8  /

Frankfurt Zert./VONT
2024-07-30  7:51:37 PM Chg.+0.021 Bid8:16:20 AM Ask8:16:20 AM Underlying Strike price Expiration date Option type
0.145EUR +16.94% 0.173
Bid Size: 17,000
0.184
Ask Size: 17,000
Halliburton Co 34.00 USD 2024-09-20 Call
 

Master data

WKN: VM8A0J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-11
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.69
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.23
Parity: -0.01
Time value: 0.14
Break-even: 32.81
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 7.81%
Delta: 0.53
Theta: -0.01
Omega: 11.97
Rho: 0.02
 

Quote data

Open: 0.131
High: 0.145
Low: 0.121
Previous Close: 0.124
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+43.56%
1 Month
  -13.17%
3 Months
  -72.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.154 0.101
1M High / 1M Low: 0.340 0.101
6M High / 6M Low: 0.800 0.101
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.389
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.94%
Volatility 6M:   218.42%
Volatility 1Y:   -
Volatility 3Y:   -