BVT Call 32 NEM 20.09.2024
/ DE000VD0C1F9
BVT Call 32 NEM 20.09.2024/ DE000VD0C1F9 /
| 06/09/2024 19:53:11 |
Chg.-0.160 |
Bid21:57:36 |
Ask21:57:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
Newmont Corporation |
32.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD0C1F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.31 |
| Parity: |
1.79 |
| Time value: |
0.02 |
| Break-even: |
46.90 |
| Moneyness: |
1.62 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
2.52 |
| Rho: |
0.01 |
Quote data
| Open: |
1.810 |
| High: |
1.810 |
| Low: |
1.680 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.04% |
| 1 Month |
|
|
+20.86% |
| 3 Months |
|
|
+97.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.680 |
| 1M High / 1M Low: |
1.930 |
1.390 |
| 6M High / 6M Low: |
1.930 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.06% |
| Volatility 6M: |
|
134.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
