BVT Call 47 VanEck Junior Gold Mi.../  DE000VD48YM9  /

EUWAX
13/11/2024  09:57:18 Chg.-0.01 Bid20:24:11 Ask20:24:11 Underlying Strike price Expiration date Option type
2.83EUR -0.35% 2.37
Bid Size: 20,000
2.41
Ask Size: 20,000
- 47.00 - 17/01/2025 Call
 

Master data

WKN: VD48YM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 47.00 -
Maturity: 17/01/2025
Issue date: 30/04/2024
Last trading day: 17/01/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 15.92
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.33
Parity: -3.69
Time value: 2.72
Break-even: 49.72
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 1.17
Spread abs.: 0.04
Spread %: 1.49%
Delta: 0.42
Theta: -0.03
Omega: 6.66
Rho: 0.03
 

Quote data

Open: 2.66
High: 2.83
Low: 2.66
Previous Close: 2.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.94%
1 Month
  -45.47%
3 Months
  -25.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.14 2.84
1M High / 1M Low: 9.38 2.84
6M High / 6M Low: 9.38 2.68
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.31
Avg. volume 1W:   0.00
Avg. price 1M:   6.44
Avg. volume 1M:   0.00
Avg. price 6M:   4.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.08%
Volatility 6M:   188.87%
Volatility 1Y:   -
Volatility 3Y:   -