BVT Call 94 WYNN 21.06.2024
/ DE000VM58JV1
BVT Call 94 WYNN 21.06.2024/ DE000VM58JV1 /
| 2024-06-03 8:37:43 AM |
Chg.+0.084 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+38.89% |
-
Bid Size: - |
-
Ask Size: - |
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: |
28.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.08 |
| Time value: |
0.23 |
| Break-even: |
89.72 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.57 |
| Theta: |
-0.08 |
| Omega: |
16.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.216 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-47.37% |
| 3 Months |
|
|
-73.68% |
| YTD |
|
|
-64.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.157 |
| 1M High / 1M Low: |
0.740 |
0.157 |
| 6M High / 6M Low: |
1.640 |
0.157 |
| High (YTD): |
2024-02-09 |
1.640 |
| Low (YTD): |
2024-05-30 |
0.157 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.241 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.922 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.25% |
| Volatility 6M: |
|
199.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
