BVT Put 28 HAL 20.12.2024
/ DE000VD4DF43
BVT Put 28 HAL 20.12.2024/ DE000VD4DF43 /
10/7/2024 8:44:38 AM |
Chg.-0.011 |
Bid5:10:20 PM |
Ask5:10:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
-11.83% |
0.078 Bid Size: 150,000 |
0.088 Ask Size: 150,000 |
HALLIBURTON CO. DL... |
28.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD4DF4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
HALLIBURTON CO. DL 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/18/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
-0.03 |
Time value: |
0.09 |
Break-even: |
27.09 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
12.35% |
Delta: |
-0.41 |
Theta: |
-0.01 |
Omega: |
-12.70 |
Rho: |
-0.03 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.082 |
Previous Close: |
0.093 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.84% |
1 Month |
|
|
-33.87% |
3 Months |
|
|
+70.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.141 |
0.093 |
1M High / 1M Low: |
0.172 |
0.089 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.114 |
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: |
|
254.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |