BVT Call 39 VanEck Junior Gold Miners ETF 16.08.2024
/ DE000VD79YU7
BVT Call 39 VanEck Junior Gold Mi.../ DE000VD79YU7 /
| 2024-07-08 10:34:04 AM |
Chg.-0.580 |
Bid11:28:01 AM |
Ask11:28:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.780EUR |
-9.12% |
5.730
Bid Size: 3,000 |
5.830
Ask Size: 3,000 |
- |
39.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
VD79YU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-08-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.31 |
| Parity: |
2.63 |
| Time value: |
3.60 |
| Break-even: |
45.23 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.04 |
| Spread %: |
0.65% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
4.34 |
| Rho: |
0.02 |
Quote data
| Open: |
5.780 |
| High: |
5.780 |
| Low: |
5.780 |
| Previous Close: |
6.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.45% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.360 |
3.640 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
