BVT Call 40 VanEck Junior Gold Miners ETF 16.08.2024
/ DE000VD79YX1
BVT Call 40 VanEck Junior Gold Mi.../ DE000VD79YX1 /
| 01/08/2024 17:01:05 |
Chg.-0.420 |
Bid19:26:09 |
Ask19:26:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.040EUR |
-7.69% |
4.560
Bid Size: 11,000 |
4.600
Ask Size: 11,000 |
- |
40.00 - |
16/08/2024 |
Call |
Master data
| WKN: |
VD79YX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
16/08/2024 |
| Issue date: |
19/06/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.31 |
| Parity: |
2.66 |
| Time value: |
3.35 |
| Break-even: |
46.01 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
5.31 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
0.65 |
| Theta: |
-0.15 |
| Omega: |
4.59 |
| Rho: |
0.01 |
Quote data
| Open: |
5.730 |
| High: |
5.730 |
| Low: |
5.040 |
| Previous Close: |
5.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.26% |
| 1 Month |
|
|
+54.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.460 |
4.230 |
| 1M High / 1M Low: |
8.550 |
3.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
