BVT Call 35 HAL 20.12.2024
/ DE000VD7FMW2
BVT Call 35 HAL 20.12.2024/ DE000VD7FMW2 /
| 2024-07-16 10:21:41 AM |
Chg.-0.010 |
Bid10:35:43 AM |
Ask10:35:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
0.280
Bid Size: 26,000 |
0.290
Ask Size: 26,000 |
Halliburton Co |
35.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD7FMW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.02 |
| Time value: |
0.27 |
| Break-even: |
35.02 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
6.50 |
| Rho: |
0.07 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.56% |
| 1 Month |
|
|
+48.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.175 |
| 1M High / 1M Low: |
0.290 |
0.175 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
