BVT Call 96 WYNN 21.06.2024
/ DE000VM58J19
BVT Call 96 WYNN 21.06.2024/ DE000VM58J19 /
| 2024-06-05 8:39:15 AM |
Chg.-0.064 |
Bid8:42:15 AM |
Ask8:42:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
-37.65% |
0.107
Bid Size: 11,000 |
0.147
Ask Size: 11,000 |
Wynn Resorts Ltd |
96.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58J1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.10 |
| Time value: |
0.19 |
| Break-even: |
89.95 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.01 |
| Spread %: |
7.78% |
| Delta: |
0.46 |
| Theta: |
-0.07 |
| Omega: |
20.44 |
| Rho: |
0.02 |
Quote data
| Open: |
0.106 |
| High: |
0.106 |
| Low: |
0.106 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-76.96% |
| 3 Months |
|
|
-88.60% |
| YTD |
|
|
-86.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.205 |
0.104 |
| 1M High / 1M Low: |
0.620 |
0.104 |
| 6M High / 6M Low: |
1.500 |
0.104 |
| High (YTD): |
2024-02-09 |
1.500 |
| Low (YTD): |
2024-05-30 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.13% |
| Volatility 6M: |
|
209.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
