BVT Call 44 VanEck Junior Gold Miners ETF 20.12.2024
/ DE000VD4BKU6
BVT Call 44 VanEck Junior Gold Mi.../ DE000VD4BKU6 /
| 10/9/2024 8:45:27 AM |
Chg.- |
Bid8:51:19 PM |
Ask8:51:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.35EUR |
- |
6.49
Bid Size: 13,000 |
6.53
Ask Size: 13,000 |
- |
44.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD4BKU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.49 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
3.23 |
| Time value: |
2.25 |
| Break-even: |
45.69 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
0.74% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
5.49 |
| Rho: |
0.05 |
Quote data
| Open: |
5.35 |
| High: |
5.35 |
| Low: |
5.35 |
| Previous Close: |
5.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.39% |
| 1 Month |
|
|
+61.14% |
| 3 Months |
|
|
+2.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.72 |
5.35 |
| 1M High / 1M Low: |
8.17 |
3.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
