BVT Call 40 VanEck Junior Gold Miners ETF 20.12.2024
/ DE000VD4TWN8
BVT Call 40 VanEck Junior Gold Mi.../ DE000VD4TWN8 /
2024-08-14 7:41:35 PM |
Chg.-0.450 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.590EUR |
-6.39% |
- Bid Size: - |
- Ask Size: - |
- |
40.00 - |
2024-12-20 |
Call |
Master data
WKN: |
VD4TWN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-24 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.67 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.67 |
Historic volatility: |
0.31 |
Parity: |
0.87 |
Time value: |
6.20 |
Break-even: |
47.07 |
Moneyness: |
1.02 |
Premium: |
0.15 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.04 |
Spread %: |
0.57% |
Delta: |
0.61 |
Theta: |
-0.03 |
Omega: |
3.54 |
Rho: |
0.06 |
Quote data
Open: |
7.010 |
High: |
7.080 |
Low: |
6.590 |
Previous Close: |
7.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.53% |
1 Month |
|
|
-30.49% |
3 Months |
|
|
-7.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.040 |
5.560 |
1M High / 1M Low: |
10.320 |
5.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |