BVT Call 34 HAL 20.09.2024
/ DE000VM8A0J8
BVT Call 34 HAL 20.09.2024/ DE000VM8A0J8 /
| 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: |
|
- |
