BVT Put 38 HAL 20.09.2024
/ DE000VM87Q31
BVT Put 38 HAL 20.09.2024/ DE000VM87Q31 /
| 30/07/2024 19:51:39 |
Chg.-0.020 |
Bid08:34:18 |
Ask08:34:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.330
Bid Size: 12,000 |
0.350
Ask Size: 12,000 |
Halliburton Co |
38.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM87Q3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
29/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.03 |
| Break-even: |
31.02 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-5.98 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.56% |
| 1 Month |
|
|
-7.32% |
| 3 Months |
|
|
+58.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.480 |
0.207 |
| 6M High / 6M Low: |
0.500 |
0.152 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.48% |
| Volatility 6M: |
|
179.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
