BVT Call 41 VanEck Junior Gold Miners ETF 16.08.2024
/ DE000VD79S14
BVT Call 41 VanEck Junior Gold Mi.../ DE000VD79S14 /
31/07/2024 08:28:57 |
Chg.+0.32 |
Bid22:00:06 |
Ask22:00:06 |
Underlying |
Strike price |
Expiration date |
Option type |
4.14EUR |
+8.38% |
- Bid Size: - |
- Ask Size: - |
- |
41.00 - |
16/08/2024 |
Call |
Master data
WKN: |
VD79S1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.00 - |
Maturity: |
16/08/2024 |
Issue date: |
19/06/2024 |
Last trading day: |
16/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
0.46 |
Implied volatility: |
1.10 |
Historic volatility: |
0.31 |
Parity: |
0.46 |
Time value: |
3.58 |
Break-even: |
45.04 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
5.62 |
Spread abs.: |
0.04 |
Spread %: |
1.00% |
Delta: |
0.57 |
Theta: |
-0.12 |
Omega: |
5.82 |
Rho: |
0.01 |
Quote data
Open: |
4.14 |
High: |
4.14 |
Low: |
4.14 |
Previous Close: |
3.82 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.41% |
1 Month |
|
|
+42.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.57 |
3.72 |
1M High / 1M Low: |
7.71 |
2.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |