BVT Put 100 WYNN 21.06.2024
/ DE000VM9VE14
BVT Put 100 WYNN 21.06.2024/ DE000VM9VE14 /
| 2024-06-05 5:07:56 PM |
Chg.+0.010 |
Bid6:21:38 PM |
Ask6:21:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+1.49% |
0.640
Bid Size: 39,000 |
0.660
Ask Size: 39,000 |
Wynn Resorts Ltd |
100.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM9VE1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.65 |
| Time value: |
0.04 |
| Break-even: |
85.00 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
-0.83 |
| Theta: |
-0.04 |
| Omega: |
-10.28 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.640 |
| High: |
0.680 |
| Low: |
0.640 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.33% |
| 1 Month |
|
|
+11.48% |
| 3 Months |
|
|
+6.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.540 |
| 1M High / 1M Low: |
0.750 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
