BVT Call 62 VanEck Junior Gold Mi.../  DE000VD6JSC5  /

EUWAX
01/08/2024  08:24:50 Chg.+0.31 Bid13:30:11 Ask13:30:11 Underlying Strike price Expiration date Option type
2.46EUR +14.42% 2.33
Bid Size: 8,000
2.37
Ask Size: 8,000
- 62.00 - 21/03/2025 Call
 

Master data

WKN: VD6JSC
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 21/03/2025
Issue date: 21/05/2024
Last trading day: 21/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 17.41
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.31
Parity: -19.34
Time value: 2.45
Break-even: 64.45
Moneyness: 0.69
Premium: 0.51
Premium p.a.: 0.91
Spread abs.: 0.04
Spread %: 1.66%
Delta: 0.27
Theta: -0.01
Omega: 4.70
Rho: 0.06
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.42%
1 Month  
+52.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.29 1.96
1M High / 1M Low: 2.84 1.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -