BVT Put 40 HAL 21.06.2024
/ DE000VM3TJF2
BVT Put 40 HAL 21.06.2024/ DE000VM3TJF2 /
| 2024-06-07 8:49:21 AM |
Chg.-0.020 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-3.39% |
-
Bid Size: - |
-
Ask Size: - |
Halliburton Co |
40.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TJF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.24 |
| Parity: |
0.55 |
| Time value: |
0.01 |
| Break-even: |
31.43 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.90 |
| Theta: |
-0.02 |
| Omega: |
-5.07 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.15% |
| 1 Month |
|
|
+83.87% |
| 3 Months |
|
|
+39.02% |
| YTD |
|
|
+18.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.320 |
| 1M High / 1M Low: |
0.590 |
0.227 |
| 6M High / 6M Low: |
0.660 |
0.132 |
| High (YTD): |
2024-01-18 |
0.660 |
| Low (YTD): |
2024-04-10 |
0.132 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.79% |
| Volatility 6M: |
|
214.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
