BVT Call 44 VanEck Junior Gold Miners ETF 20.12.2024
/ DE000VD4BKU6
BVT Call 44 VanEck Junior Gold Mi.../ DE000VD4BKU6 /
| 18/10/2024 13:51:39 |
Chg.+0.120 |
Bid15:33:18 |
Ask15:33:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.480EUR |
+1.44% |
8.560
Bid Size: 11,000 |
8.600
Ask Size: 11,000 |
- |
44.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4BKU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.35 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
6.80 |
| Time value: |
1.29 |
| Break-even: |
48.72 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
0.50% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.78 |
| Rho: |
0.05 |
Quote data
| Open: |
8.440 |
| High: |
8.480 |
| Low: |
8.440 |
| Previous Close: |
8.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.66% |
| 1 Month |
|
|
+42.28% |
| 3 Months |
|
|
+34.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.360 |
6.570 |
| 1M High / 1M Low: |
8.420 |
5.190 |
| 6M High / 6M Low: |
8.420 |
3.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.87% |
| Volatility 6M: |
|
183.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
