BVT Call 19.5 GOLD 16.01.2026
/ DE000VD7TR71
BVT Call 19.5 GOLD 16.01.2026/ DE000VD7TR71 /
| 27/09/2024 10:36:45 |
Chg.-0.160 |
Bid12:17:19 |
Ask12:17:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.850EUR |
-3.99% |
3.840
Bid Size: 7,000 |
3.880
Ask Size: 7,000 |
Barrick Gold Corpora... |
19.50 USD |
16/01/2026 |
Call |
Master data
| WKN: |
VD7TR7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.50 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
13/06/2024 |
| Last trading day: |
16/01/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
1.35 |
| Time value: |
2.63 |
| Break-even: |
21.43 |
| Moneyness: |
1.08 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
3.26 |
| Rho: |
0.12 |
Quote data
| Open: |
3.850 |
| High: |
3.850 |
| Low: |
3.850 |
| Previous Close: |
4.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.95% |
| 1 Month |
|
|
+2.12% |
| 3 Months |
|
|
+86.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.010 |
3.470 |
| 1M High / 1M Low: |
4.010 |
2.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
