BVT Call 92 WYNN 20.09.2024
/ DE000VM7NVQ8
BVT Call 92 WYNN 20.09.2024/ DE000VM7NVQ8 /
| 2024-06-03 7:45:30 PM |
Chg.0.000 |
Bid8:10:39 AM |
Ask8:10:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
0.00% |
0.760
Bid Size: 8,000 |
0.850
Ask Size: 8,000 |
Wynn Resorts Ltd |
92.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NVQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.27 |
| Time value: |
0.54 |
| Break-even: |
92.87 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
6.77 |
| Rho: |
0.14 |
Quote data
| Open: |
0.780 |
| High: |
0.820 |
| Low: |
0.720 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.35% |
| 1 Month |
|
|
-29.91% |
| 3 Months |
|
|
-50.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.630 |
| 1M High / 1M Low: |
1.150 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
