BVT Call 94 WYNN 21.06.2024
/ DE000VM58JV1
BVT Call 94 WYNN 21.06.2024/ DE000VM58JV1 /
| 2024-06-10 8:38:15 AM |
Chg.+0.003 |
Bid10:37:45 AM |
Ask10:37:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+2.36% |
0.127
Bid Size: 18,000 |
0.165
Ask Size: 18,000 |
Wynn Resorts Ltd |
94.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58JV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 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: |
56.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.08 |
| Time value: |
0.15 |
| Break-even: |
88.74 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.01 |
| Spread %: |
9.29% |
| Delta: |
0.45 |
| Theta: |
-0.09 |
| Omega: |
25.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.127 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.67% |
| 1 Month |
|
|
-76.36% |
| 3 Months |
|
|
-88.50% |
| YTD |
|
|
-84.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.127 |
| 1M High / 1M Low: |
0.560 |
0.127 |
| 6M High / 6M Low: |
1.640 |
0.127 |
| High (YTD): |
2024-02-09 |
1.640 |
| Low (YTD): |
2024-06-07 |
0.127 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.74% |
| Volatility 6M: |
|
205.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
