BVT Put 92 WYNN 20.12.2024
/ DE000VD4BBS9
BVT Put 92 WYNN 20.12.2024/ DE000VD4BBS9 /
2024-06-05 8:44:32 AM |
Chg.+0.040 |
Bid8:59:17 PM |
Ask8:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
+6.45% |
0.660 Bid Size: 72,000 |
0.680 Ask Size: 72,000 |
Wynn Resorts Ltd |
92.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD4BBS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-17 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.16 |
Historic volatility: |
0.25 |
Parity: |
0.66 |
Time value: |
0.03 |
Break-even: |
85.10 |
Moneyness: |
1.08 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
2.99% |
Delta: |
-0.66 |
Theta: |
0.00 |
Omega: |
-8.16 |
Rho: |
-0.34 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.620 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.04% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.620 |
1M High / 1M Low: |
0.780 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.688 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.662 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |