BVT Put 34 HAL 20.09.2024
/ DE000VM7N883
BVT Put 34 HAL 20.09.2024/ DE000VM7N883 /
| 30/07/2024 17:03:19 |
Chg.-0.010 |
Bid17:16:12 |
Ask17:16:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.118EUR |
-7.81% |
0.117
Bid Size: 132,000 |
0.127
Ask Size: 132,000 |
Halliburton Co |
34.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.01 |
| Time value: |
0.13 |
| Break-even: |
30.06 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
7.87% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-10.79 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.125 |
| High: |
0.132 |
| Low: |
0.118 |
| Previous Close: |
0.128 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.27% |
| 1 Month |
|
|
-21.85% |
| 3 Months |
|
|
+14.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.157 |
0.109 |
| 1M High / 1M Low: |
0.189 |
0.054 |
| 6M High / 6M Low: |
0.280 |
0.054 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.88% |
| Volatility 6M: |
|
247.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
