BVT Put 43 VanEck Junior Gold Miners ETF 20.09.2024
/ DE000VD50SG9
BVT Put 43 VanEck Junior Gold Min.../ DE000VD50SG9 /
2024-07-31 8:54:54 AM |
Chg.-0.13 |
Bid3:55:39 PM |
Ask3:55:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
-7.69% |
1.34 Bid Size: 20,000 |
1.38 Ask Size: 20,000 |
- |
43.00 - |
2024-09-20 |
Put |
Master data
WKN: |
VD50SG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
43.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.68 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.13 |
Historic volatility: |
0.31 |
Parity: |
1.54 |
Time value: |
0.11 |
Break-even: |
41.35 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.04 |
Spread %: |
2.48% |
Delta: |
-0.73 |
Theta: |
0.00 |
Omega: |
-18.39 |
Rho: |
-0.04 |
Quote data
Open: |
1.56 |
High: |
1.56 |
Low: |
1.56 |
Previous Close: |
1.69 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.81% |
1 Month |
|
|
-45.07% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
1.26 |
1M High / 1M Low: |
2.87 |
0.95 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |