BVT Put 84 WYNN 21.06.2024
/ DE000VM58ES8
BVT Put 84 WYNN 21.06.2024/ DE000VM58ES8 /
| 16/05/2024 08:38:41 |
Chg.-0.007 |
Bid09:36:00 |
Ask09:36:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
-35.00% |
0.013
Bid Size: 17,000 |
0.027
Ask Size: 17,000 |
Wynn Resorts Ltd |
84.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM58ES |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
84.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-332.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-1.25 |
| Time value: |
0.03 |
| Break-even: |
76.88 |
| Moneyness: |
0.86 |
| Premium: |
0.14 |
| Premium p.a.: |
2.86 |
| Spread abs.: |
0.01 |
| Spread %: |
107.69% |
| Delta: |
-0.06 |
| Theta: |
-0.02 |
| Omega: |
-21.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.00% |
| 1 Month |
|
|
-90.37% |
| 3 Months |
|
|
-91.56% |
| YTD |
|
|
-97.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.020 |
| 1M High / 1M Low: |
0.168 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
17/01/2024 |
0.550 |
| Low (YTD): |
15/05/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
