BVT Put 30 HAL 20.09.2024
/ DE000VM7N9E6
BVT Put 30 HAL 20.09.2024/ DE000VM7N9E6 /
04/09/2024 08:44:11 |
Chg.+0.059 |
Bid13:30:23 |
Ask13:30:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.087EUR |
+210.71% |
0.069 Bid Size: 63,000 |
0.079 Ask Size: 63,000 |
Halliburton Co |
30.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-29.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.39 |
Historic volatility: |
0.24 |
Parity: |
0.01 |
Time value: |
0.08 |
Break-even: |
26.22 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.01 |
Spread %: |
12.05% |
Delta: |
-0.50 |
Theta: |
-0.03 |
Omega: |
-14.54 |
Rho: |
-0.01 |
Quote data
Open: |
0.087 |
High: |
0.087 |
Low: |
0.087 |
Previous Close: |
0.028 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+190.00% |
1 Month |
|
|
+163.64% |
3 Months |
|
|
+89.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.046 |
0.028 |
1M High / 1M Low: |
0.108 |
0.025 |
6M High / 6M Low: |
0.113 |
0.012 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.043 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
400.54% |
Volatility 6M: |
|
413.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |