BVT Call 41 VanEck Junior Gold Miners ETF 16.08.2024
/ DE000VD79S14
BVT Call 41 VanEck Junior Gold Mi.../ DE000VD79S14 /
| 2024-07-08 5:01:12 PM |
Chg.-0.350 |
Bid6:51:38 PM |
Ask6:51:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.460EUR |
-7.28% |
4.370
Bid Size: 12,000 |
4.410
Ask Size: 12,000 |
- |
41.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
VD79S1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-08-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.31 |
| Parity: |
0.63 |
| Time value: |
4.06 |
| Break-even: |
45.69 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.04 |
| Spread %: |
0.86% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
5.16 |
| Rho: |
0.02 |
Quote data
| Open: |
4.290 |
| High: |
4.460 |
| Low: |
4.290 |
| Previous Close: |
4.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.42% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.810 |
2.450 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.540 |
| 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: |
|
- |
