BVT Call 48 VanEck Junior Gold Miners ETF 17.01.2025
/ DE000VD4PHQ0
BVT Call 48 VanEck Junior Gold Mi.../ DE000VD4PHQ0 /
13/11/2024 20:02:15 |
Chg.-0.180 |
Bid20:39:20 |
Ask20:39:20 |
Underlying |
Strike price |
Expiration date |
Option type |
2.080EUR |
-7.96% |
2.090 Bid Size: 20,000 |
2.130 Ask Size: 20,000 |
- |
48.00 - |
17/01/2025 |
Call |
Master data
WKN: |
VD4PHQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
17/01/2025 |
Issue date: |
23/04/2024 |
Last trading day: |
17/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.33 |
Parity: |
-4.69 |
Time value: |
2.41 |
Break-even: |
50.41 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
1.35 |
Spread abs.: |
0.04 |
Spread %: |
1.69% |
Delta: |
0.38 |
Theta: |
-0.03 |
Omega: |
6.90 |
Rho: |
0.03 |
Quote data
Open: |
2.550 |
High: |
2.550 |
Low: |
2.080 |
Previous Close: |
2.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-49.64% |
1 Month |
|
|
-57.20% |
3 Months |
|
|
-41.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.130 |
2.260 |
1M High / 1M Low: |
8.690 |
2.260 |
6M High / 6M Low: |
8.690 |
2.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.738 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.336 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.06% |
Volatility 6M: |
|
187.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |