BVT Call 43 VanEck Junior Gold Miners ETF 20.09.2024
/ DE000VD4BN78
BVT Call 43 VanEck Junior Gold Mi.../ DE000VD4BN78 /
| 16/07/2024 08:44:26 |
Chg.-0.28 |
Bid15:02:22 |
Ask15:02:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.49EUR |
-4.85% |
5.73
Bid Size: 5,000 |
5.81
Ask Size: 5,000 |
- |
43.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD4BN7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.90 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
3.97 |
| Time value: |
1.52 |
| Break-even: |
44.95 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
0.73% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
5.92 |
| Rho: |
0.05 |
Quote data
| Open: |
5.49 |
| High: |
5.49 |
| Low: |
5.49 |
| Previous Close: |
5.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.56% |
| 1 Month |
|
|
+108.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.89 |
3.98 |
| 1M High / 1M Low: |
5.89 |
2.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
