BVT Call 36 VanEck Junior Gold Miners ETF 21.06.2024
/ DE000VD4U7U9
BVT Call 36 VanEck Junior Gold Mi.../ DE000VD4U7U9 /
| 2024-06-17 10:14:59 AM |
Chg.+0.080 |
Bid11:03:33 AM |
Ask11:03:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.450EUR |
+1.83% |
4.450
Bid Size: 5,000 |
4.490
Ask Size: 5,000 |
- |
36.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VD4U7U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.32 |
| Parity: |
3.10 |
| Time value: |
1.33 |
| Break-even: |
40.43 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
20.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
0.71 |
| Theta: |
-0.29 |
| Omega: |
6.31 |
| Rho: |
0.00 |
Quote data
| Open: |
4.450 |
| High: |
4.450 |
| Low: |
4.450 |
| Previous Close: |
4.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.53% |
| 1 Month |
|
|
-0.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.430 |
4.250 |
| 1M High / 1M Low: |
4.550 |
4.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
