BVT Call 40 VanEck Junior Gold Miners ETF 20.12.2024
/ DE000VD4TWN8
BVT Call 40 VanEck Junior Gold Mi.../ DE000VD4TWN8 /
| 10/18/2024 1:45:13 PM |
Chg.+0.130 |
Bid3:33:15 PM |
Ask3:33:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.660EUR |
+1.13% |
11.730
Bid Size: 10,000 |
11.770
Ask Size: 10,000 |
- |
40.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
VD4TWN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.90 |
| Intrinsic value: |
7.43 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.32 |
| Parity: |
7.43 |
| Time value: |
3.79 |
| Break-even: |
51.22 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.04 |
| Spread %: |
0.36% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
3.13 |
| Rho: |
0.04 |
Quote data
| Open: |
11.630 |
| High: |
11.660 |
| Low: |
11.630 |
| Previous Close: |
11.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.90% |
| 1 Month |
|
|
+34.80% |
| 3 Months |
|
|
+32.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.530 |
9.510 |
| 1M High / 1M Low: |
11.530 |
7.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
