BVT Call 96 WYNN 21.06.2024
/ DE000VM58J19
BVT Call 96 WYNN 21.06.2024/ DE000VM58J19 /
| 2024-05-16 8:38:42 AM |
Chg.-0.050 |
Bid12:07:01 PM |
Ask12:07:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-11.36% |
0.390
Bid Size: 14,000 |
0.450
Ask Size: 14,000 |
Wynn Resorts Ltd |
96.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58J1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 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: |
21.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.15 |
| Time value: |
0.27 |
| Break-even: |
92.37 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
12.96 |
| Rho: |
0.05 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-50.63% |
| 3 Months |
|
|
-72.14% |
| YTD |
|
|
-49.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.330 |
| 1M High / 1M Low: |
0.790 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-09 |
1.500 |
| Low (YTD): |
2024-05-09 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
