BVT Call 31 NEM 20.09.2024
/ DE000VD0YHS6
BVT Call 31 NEM 20.09.2024/ DE000VD0YHS6 /
| 9/6/2024 7:41:28 PM |
Chg.-0.140 |
Bid9:57:35 PM |
Ask9:57:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
-7.33% |
-
Bid Size: - |
-
Ask Size: - |
Newmont Corporation |
31.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD0YHS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.31 |
| Parity: |
1.88 |
| Time value: |
0.02 |
| Break-even: |
46.90 |
| Moneyness: |
1.68 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
2.40 |
| Rho: |
0.01 |
Quote data
| Open: |
1.900 |
| High: |
1.900 |
| Low: |
1.770 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.50% |
| 1 Month |
|
|
+18.79% |
| 3 Months |
|
|
+90.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.770 |
| 1M High / 1M Low: |
2.020 |
1.490 |
| 6M High / 6M Low: |
2.020 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.178 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.94% |
| Volatility 6M: |
|
125.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
