BVT Call 42 VanEck Junior Gold Miners ETF 20.09.2024
/ DE000VD4BN60
BVT Call 42 VanEck Junior Gold Mi.../ DE000VD4BN60 /
| 7/31/2024 8:41:55 AM |
Chg.- |
Bid9:43:01 AM |
Ask9:43:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
- |
5.22
Bid Size: 4,000 |
5.31
Ask Size: 4,000 |
- |
42.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD4BN6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 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: |
9.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
2.63 |
| Time value: |
1.54 |
| Break-even: |
43.00 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
0.97% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
6.97 |
| Rho: |
0.03 |
Quote data
| Open: |
4.24 |
| High: |
4.24 |
| Low: |
4.24 |
| Previous Close: |
3.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.01% |
| 1 Month |
|
|
+38.56% |
| 3 Months |
|
|
+5.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.66 |
3.69 |
| 1M High / 1M Low: |
7.51 |
2.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
