BVT Call 96 WYNN 20.09.2024
/ DE000VM7NV23
BVT Call 96 WYNN 20.09.2024/ DE000VM7NV23 /
| 2024-06-10 10:34:30 AM |
Chg.-0.020 |
Bid10:34:30 AM |
Ask10:34:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-4.44% |
0.430
Bid Size: 18,000 |
0.480
Ask Size: 18,000 |
Wynn Resorts Ltd |
96.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NV2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 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: |
18.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.27 |
| Time value: |
0.46 |
| Break-even: |
93.66 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
9.02 |
| Rho: |
0.10 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.21% |
| 1 Month |
|
|
-41.89% |
| 3 Months |
|
|
-65.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.440 |
| 1M High / 1M Low: |
0.820 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
