BVT Call 86 WYNN 21.06.2024
/ DE000VM58J76
BVT Call 86 WYNN 21.06.2024/ DE000VM58J76 /
| 2024-05-16 8:38:42 AM |
Chg.-0.06 |
Bid2:30:56 PM |
Ask2:30:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-5.08% |
1.12
Bid Size: 15,000 |
1.19
Ask Size: 15,000 |
Wynn Resorts Ltd |
86.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58J7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
1.07 |
| Time value: |
0.08 |
| Break-even: |
90.48 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
6.96 |
| Rho: |
0.07 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.13% |
| 1 Month |
|
|
-23.29% |
| 3 Months |
|
|
-46.92% |
| YTD |
|
|
-11.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.99 |
| 1M High / 1M Low: |
1.46 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-09 |
2.21 |
| Low (YTD): |
2024-05-02 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
