BVT Call 44 VanEck Junior Gold Miners ETF 20.09.2024
/ DE000VD4BN37
BVT Call 44 VanEck Junior Gold Mi.../ DE000VD4BN37 /
| 17/09/2024 13:54:44 |
Chg.-0.070 |
Bid15:21:48 |
Ask15:21:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.600EUR |
-1.50% |
4.540
Bid Size: 4,000 |
4.630
Ask Size: 4,000 |
- |
44.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD4BN3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 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: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.49 |
| Intrinsic value: |
4.47 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.32 |
| Parity: |
4.47 |
| Time value: |
0.21 |
| Break-even: |
44.22 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.04 |
| Spread %: |
0.86% |
| Delta: |
0.90 |
| Theta: |
-0.12 |
| Omega: |
8.44 |
| Rho: |
0.00 |
Quote data
| Open: |
4.720 |
| High: |
4.720 |
| Low: |
4.600 |
| Previous Close: |
4.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+338.10% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.830 |
1.050 |
| 1M High / 1M Low: |
4.830 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.946 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
639.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
