BVT Put 44 VanEck Junior Gold Miners ETF 21.03.2025
/ DE000VD50RV0
BVT Put 44 VanEck Junior Gold Min.../ DE000VD50RV0 /
2024-06-28 8:54:55 AM |
Chg.-0.25 |
Bid1:30:25 PM |
Ask1:30:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.58EUR |
-4.29% |
5.45 Bid Size: 8,000 |
5.49 Ask Size: 8,000 |
- |
44.00 - |
2025-03-21 |
Put |
Master data
WKN: |
VD50RV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
44.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-13 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.25 |
Intrinsic value: |
4.41 |
Implied volatility: |
0.27 |
Historic volatility: |
0.32 |
Parity: |
4.41 |
Time value: |
1.19 |
Break-even: |
38.40 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
0.54% |
Delta: |
-0.59 |
Theta: |
0.00 |
Omega: |
-4.18 |
Rho: |
-0.21 |
Quote data
Open: |
5.58 |
High: |
5.58 |
Low: |
5.58 |
Previous Close: |
5.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.14% |
1 Month |
|
|
+11.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.83 |
5.41 |
1M High / 1M Low: |
6.13 |
4.66 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |