BVT Call 18.5 GOLD 20.09.2024
/ DE000VM3REU6
BVT Call 18.5 GOLD 20.09.2024/ DE000VM3REU6 /
| 9/17/2024 8:05:05 PM |
Chg.-0.080 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
-4.21% |
-
Bid Size: - |
-
Ask Size: - |
Barrick Gold Corpora... |
18.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3REU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.30 |
| Parity: |
1.82 |
| Time value: |
0.08 |
| Break-even: |
18.52 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
8.70 |
| Rho: |
0.00 |
Quote data
| Open: |
1.940 |
| High: |
1.940 |
| Low: |
1.810 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.24% |
| 1 Month |
|
|
+34.81% |
| 3 Months |
|
|
+323.26% |
| YTD |
|
|
+2.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
1.180 |
| 1M High / 1M Low: |
2.170 |
0.810 |
| 6M High / 6M Low: |
2.170 |
0.350 |
| High (YTD): |
9/13/2024 |
2.170 |
| Low (YTD): |
7/2/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.898 |
| Avg. volume 6M: |
|
511.628 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.04% |
| Volatility 6M: |
|
340.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
