BVT Call 96 WYNN 21.06.2024
/ DE000VM58J19
BVT Call 96 WYNN 21.06.2024/ DE000VM58J19 /
| 2024-06-03 8:37:43 AM |
Chg.+0.059 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.205EUR |
+40.41% |
-
Bid Size: - |
-
Ask Size: - |
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: |
41.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-0.10 |
| Time value: |
0.21 |
| Break-even: |
90.59 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
7.04% |
| Delta: |
0.46 |
| Theta: |
-0.07 |
| Omega: |
18.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.205 |
| High: |
0.205 |
| Low: |
0.205 |
| Previous Close: |
0.146 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.99% |
| 1 Month |
|
|
-55.43% |
| 3 Months |
|
|
-84.59% |
| YTD |
|
|
-73.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.104 |
| 1M High / 1M Low: |
0.620 |
0.104 |
| 6M High / 6M Low: |
1.500 |
0.104 |
| High (YTD): |
2024-02-09 |
1.500 |
| Low (YTD): |
2024-05-30 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.817 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.85% |
| Volatility 6M: |
|
202.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
