BVT Put 34 HAL 20.09.2024
/ DE000VM7N883
BVT Put 34 HAL 20.09.2024/ DE000VM7N883 /
| 2024-09-05 5:04:44 PM |
Chg.+0.020 |
Bid7:55:24 PM |
Ask7:55:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+4.88% |
0.430
Bid Size: 82,000 |
0.440
Ask Size: 82,000 |
Halliburton Co |
34.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N88 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 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: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
0.01 |
| Break-even: |
26.49 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
-0.91 |
| Theta: |
-0.01 |
| Omega: |
-5.75 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.38% |
| 1 Month |
|
|
+30.30% |
| 3 Months |
|
|
+129.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.260 |
| 1M High / 1M Low: |
0.410 |
0.218 |
| 6M High / 6M Low: |
0.410 |
0.054 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.156 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.13% |
| Volatility 6M: |
|
299.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
