BVT Call 52 VanEck Junior Gold Mi.../  DE000VD517A4  /

EUWAX
01/08/2024  08:21:55 Chg.+0.13 Bid12:28:18 Ask12:28:18 Underlying Strike price Expiration date Option type
1.97EUR +7.07% 1.92
Bid Size: 4,000
1.94
Ask Size: 4,000
- 52.00 - 21/03/2025 Call
 

Master data

WKN: VD517A
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 21/03/2025
Issue date: 14/05/2024
Last trading day: 21/03/2025
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 21.76
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.31
Parity: -9.34
Time value: 1.96
Break-even: 53.96
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.30
Theta: -0.01
Omega: 6.63
Rho: 0.07
 

Quote data

Open: 1.97
High: 1.97
Low: 1.97
Previous Close: 1.84
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.23%
1 Month  
+30.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.73
1M High / 1M Low: 2.19 1.46
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -