BVT Call 37 HAL 20.12.2024
/ DE000VD5J035
BVT Call 37 HAL 20.12.2024/ DE000VD5J035 /
2024-08-14 8:00:29 PM |
Chg.-0.004 |
Bid9:52:16 PM |
Ask9:52:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.052EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
Halliburton Co |
37.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD5J03 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Halliburton Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-06 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
44.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-0.54 |
Time value: |
0.06 |
Break-even: |
34.28 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.01 |
Spread %: |
18.87% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
10.04 |
Rho: |
0.02 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.051 |
Previous Close: |
0.056 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-61.76% |
3 Months |
|
|
-86.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.056 |
1M High / 1M Low: |
0.280 |
0.056 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
282.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |