BVT Call 46 HAL 20.12.2024/  DE000VD3SVU9  /

EUWAX
2024-07-29  8:44:38 AM Chg.+0.002 Bid3:45:14 PM Ask3:45:14 PM Underlying Strike price Expiration date Option type
0.018EUR +12.50% 0.016
Bid Size: 132,000
0.026
Ask Size: 132,000
Halliburton Co 46.00 USD 2024-12-20 Call
 

Master data

WKN: VD3SVU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-10
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 117.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -1.07
Time value: 0.03
Break-even: 42.66
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 1.12
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.10
Theta: 0.00
Omega: 11.55
Rho: 0.01
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month     0.00%
3 Months
  -87.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.011
1M High / 1M Low: 0.043 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   392.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -