BVT Call 48 VanEck Junior Gold Mi.../  DE000VD4PHQ0  /

Frankfurt Zert./VONT
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:   -