BVT Put 80 WYNN 20.09.2024
/ DE000VM7N8Z3
BVT Put 80 WYNN 20.09.2024/ DE000VM7N8Z3 /
| 2024-06-06 8:48:32 AM |
Chg.-0.002 |
Bid6:26:08 PM |
Ask6:26:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.133EUR |
-1.48% |
0.134
Bid Size: 72,000 |
0.147
Ask Size: 72,000 |
Wynn Resorts Ltd |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N8Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 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: |
-58.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-1.23 |
| Time value: |
0.15 |
| Break-even: |
72.11 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
9.77% |
| Delta: |
-0.16 |
| Theta: |
-0.02 |
| Omega: |
-9.47 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.133 |
| High: |
0.133 |
| Low: |
0.133 |
| Previous Close: |
0.135 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.44% |
| 1 Month |
|
|
-38.43% |
| 3 Months |
|
|
-50.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.194 |
0.125 |
| 1M High / 1M Low: |
0.216 |
0.119 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
