BVT Call 92 WYNN 21.06.2024
/ DE000VM58J84
BVT Call 92 WYNN 21.06.2024/ DE000VM58J84 /
| 2024-06-11 8:00:53 PM |
Chg.-0.067 |
Bid8:07:43 PM |
Ask8:07:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.144EUR |
-31.75% |
0.136
Bid Size: 59,000 |
0.149
Ask Size: 59,000 |
Wynn Resorts Ltd |
92.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58J8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 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: |
38.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.08 |
| Time value: |
0.14 |
| Break-even: |
87.70 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
6.19% |
| Delta: |
0.59 |
| Theta: |
-0.09 |
| Omega: |
22.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.219 |
| High: |
0.219 |
| Low: |
0.133 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.40% |
| 1 Month |
|
|
-75.17% |
| 3 Months |
|
|
-90.07% |
| YTD |
|
|
-84.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.211 |
| 1M High / 1M Low: |
0.680 |
0.211 |
| 6M High / 6M Low: |
1.840 |
0.211 |
| High (YTD): |
2024-02-08 |
1.840 |
| Low (YTD): |
2024-06-10 |
0.211 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.017 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.90% |
| Volatility 6M: |
|
177.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
