BVT Call 115 WYNN 20.09.2024
/ DE000VM72841
BVT Call 115 WYNN 20.09.2024/ DE000VM72841 /
| 2024-06-03 8:02:03 PM |
Chg.-0.008 |
Bid8:03:06 AM |
Ask8:03:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
-8.25% |
0.101
Bid Size: 11,000 |
0.117
Ask Size: 11,000 |
Wynn Resorts Ltd |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7284 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
74.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-1.85 |
| Time value: |
0.12 |
| Break-even: |
107.15 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
13.46% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
12.04 |
| Rho: |
0.04 |
Quote data
| Open: |
0.103 |
| High: |
0.109 |
| Low: |
0.086 |
| Previous Close: |
0.097 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.29% |
| 1 Month |
|
|
-61.30% |
| 3 Months |
|
|
-82.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.073 |
| 1M High / 1M Low: |
0.260 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
