BVT Put 21 GOLD 15.11.2024
/ DE000VC3Z1B0
BVT Put 21 GOLD 15.11.2024/ DE000VC3Z1B0 /
| 2024-10-18 8:55:27 AM |
Chg.-0.31 |
Bid9:00:28 PM |
Ask9:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-23.48% |
0.85
Bid Size: 19,000 |
0.87
Ask Size: 19,000 |
Barrick Gold Corpora... |
21.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
VC3Z1B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
21.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-16 |
| Last trading day: |
2024-11-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.61 |
| Time value: |
0.53 |
| Break-even: |
18.25 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-9.65 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.90% |
| 1 Month |
|
|
-17.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.15 |
| 1M High / 1M Low: |
1.67 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
