BVT Put 96 WYNN 21.06.2024
/ DE000VM728R0
BVT Put 96 WYNN 21.06.2024/ DE000VM728R0 /
| 2024-06-06 8:46:51 AM |
Chg.-0.020 |
Bid9:22:42 AM |
Ask9:22:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.320
Bid Size: 13,000 |
0.390
Ask Size: 13,000 |
Wynn Resorts Ltd |
96.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM728R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.24 |
| Time value: |
0.10 |
| Break-even: |
84.88 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
-0.66 |
| Theta: |
-0.06 |
| Omega: |
-16.70 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.00% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
-34.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.250 |
| 1M High / 1M Low: |
0.500 |
0.208 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
