BVT Put 42 HAL 21.06.2024
/ DE000VM3XSE8
BVT Put 42 HAL 21.06.2024/ DE000VM3XSE8 /
| 2024-05-31 8:55:14 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-3.39% |
-
Bid Size: - |
-
Ask Size: - |
Halliburton Co |
42.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3XSE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
0.49 |
| Time value: |
0.02 |
| Break-even: |
33.62 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-5.65 |
| Rho: |
-0.02 |
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 |
|
|
0.00% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
-13.64% |
| YTD |
|
|
-5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.510 |
| 1M High / 1M Low: |
0.590 |
0.390 |
| 6M High / 6M Low: |
0.820 |
0.217 |
| High (YTD): |
2024-01-18 |
0.820 |
| Low (YTD): |
2024-04-10 |
0.217 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.54% |
| Volatility 6M: |
|
154.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
