BVT Call 40 VanEck Junior Gold Miners ETF 21.03.2025
/ DE000VD4TWG2
BVT Call 40 VanEck Junior Gold Mi.../ DE000VD4TWG2 /
10/18/2024 8:43:13 AM |
Chg.+0.26 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.28EUR |
+2.16% |
- Bid Size: - |
- Ask Size: - |
- |
40.00 - |
3/21/2025 |
Call |
Master data
WKN: |
VD4TWG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
3/21/2025 |
Issue date: |
4/24/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.78 |
Intrinsic value: |
9.62 |
Implied volatility: |
0.72 |
Historic volatility: |
0.32 |
Parity: |
9.62 |
Time value: |
4.63 |
Break-even: |
54.25 |
Moneyness: |
1.24 |
Premium: |
0.09 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.04 |
Spread %: |
0.28% |
Delta: |
0.77 |
Theta: |
-0.03 |
Omega: |
2.67 |
Rho: |
0.10 |
Quote data
Open: |
12.28 |
High: |
12.28 |
Low: |
12.28 |
Previous Close: |
12.02 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.13% |
1 Month |
|
|
+15.52% |
3 Months |
|
|
+21.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.28 |
10.68 |
1M High / 1M Low: |
12.28 |
9.08 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |