BVT Put 30 HAL 20.09.2024
/ DE000VM7N9E6
BVT Put 30 HAL 20.09.2024/ DE000VM7N9E6 /
| 2024-07-29 8:47:02 AM |
Chg.-0.005 |
Bid5:31:27 PM |
Ask5:31:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.017EUR |
-22.73% |
0.024
Bid Size: 134,000 |
0.034
Ask Size: 134,000 |
Halliburton Co |
30.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N9E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-109.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-0.41 |
| Time value: |
0.03 |
| Break-even: |
27.35 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.01 |
| Spread %: |
52.63% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-14.11 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.017 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.73% |
| 1 Month |
|
|
-56.41% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.022 |
| 1M High / 1M Low: |
0.046 |
0.012 |
| 6M High / 6M Low: |
0.148 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.058 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
463.57% |
| Volatility 6M: |
|
293.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
