BVT Call 41 VanEck Junior Gold Mi.../  DE000VD4BPB5  /

Frankfurt Zert./VONT
8/14/2024  7:55:05 PM Chg.-0.360 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
4.250EUR -7.81% -
Bid Size: -
-
Ask Size: -
- 41.00 USD 9/20/2024 Call
 

Master data

WKN: VD4BPB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 41.00 USD
Maturity: 9/20/2024
Issue date: 4/17/2024
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.72
Leverage: Yes

Calculated values

Fair value: 4.06
Intrinsic value: 3.59
Implied volatility: 0.48
Historic volatility: 0.31
Parity: 3.59
Time value: 1.10
Break-even: 41.98
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 0.86%
Delta: 0.76
Theta: -0.03
Omega: 6.61
Rho: 0.03
 

Quote data

Open: 4.630
High: 4.700
Low: 4.250
Previous Close: 4.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month
  -41.22%
3 Months
  -17.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.610 2.750
1M High / 1M Low: 8.240 2.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.582
Avg. volume 1W:   0.000
Avg. price 1M:   4.943
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -