BVT Put 100 WYNN 21.06.2024
/ DE000VM9VE14
BVT Put 100 WYNN 21.06.2024/ DE000VM9VE14 /
| 2024-05-16 8:42:18 AM |
Chg.+0.020 |
Bid1:43:17 PM |
Ask1:43:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.410
Bid Size: 23,000 |
0.460
Ask Size: 23,000 |
Wynn Resorts Ltd |
100.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM9VE1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
0.22 |
| Time value: |
0.21 |
| Break-even: |
87.54 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
-0.57 |
| Theta: |
-0.04 |
| Omega: |
-11.89 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.31% |
| 1 Month |
|
|
-31.67% |
| 3 Months |
|
|
-18.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.390 |
| 1M High / 1M Low: |
0.790 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
