BVT Put 38 HAL 20.09.2024
/ DE000VM87Q31
BVT Put 38 HAL 20.09.2024/ DE000VM87Q31 /
16/08/2024 08:59:23 |
Chg.-0.030 |
Bid18:38:04 |
Ask18:38:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-4.62% |
0.610 Bid Size: 74,000 |
0.620 Ask Size: 74,000 |
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: |
-4.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.52 |
Historic volatility: |
0.24 |
Parity: |
0.61 |
Time value: |
0.02 |
Break-even: |
28.33 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
-0.86 |
Theta: |
-0.01 |
Omega: |
-3.91 |
Rho: |
-0.03 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+187.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.610 |
1M High / 1M Low: |
0.680 |
0.205 |
6M High / 6M Low: |
0.680 |
0.151 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.626 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.460 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.344 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
307.15% |
Volatility 6M: |
|
206.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |