BVT Call 35 HAL 20.09.2024
/ DE000VM78B96
BVT Call 35 HAL 20.09.2024/ DE000VM78B96 /
| 2024-07-16 10:21:26 AM |
Chg.-0.015 |
Bid11:16:45 AM |
Ask11:16:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.167EUR |
-8.24% |
0.170
Bid Size: 27,000 |
0.180
Ask Size: 27,000 |
Halliburton Co |
35.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM78B9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.02 |
| Time value: |
0.16 |
| Break-even: |
33.95 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
5.78% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
10.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.167 |
| High: |
0.167 |
| Low: |
0.167 |
| Previous Close: |
0.182 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+98.81% |
| 1 Month |
|
|
+68.69% |
| 3 Months |
|
|
-67.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.080 |
| 1M High / 1M Low: |
0.182 |
0.080 |
| 6M High / 6M Low: |
0.730 |
0.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.69% |
| Volatility 6M: |
|
204.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
