BVT Call 84 WYNN 21.06.2024
/ DE000VM58JX7
BVT Call 84 WYNN 21.06.2024/ DE000VM58JX7 /
| 5/31/2024 8:39:02 AM |
Chg.+0.150 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+19.74% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
84.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58JX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
0.79 |
| Time value: |
0.08 |
| Break-even: |
86.25 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
8.40 |
| Rho: |
0.04 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.00% |
| 1 Month |
|
|
-32.09% |
| 3 Months |
|
|
-54.04% |
| YTD |
|
|
-34.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.760 |
| 1M High / 1M Low: |
1.510 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/9/2024 |
2.370 |
| Low (YTD): |
5/30/2024 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
