BVT Call 110 WYNN 20.12.2024
/ DE000VD3SH11
BVT Call 110 WYNN 20.12.2024/ DE000VD3SH11 /
| 8/1/2024 5:01:25 PM |
Chg.-0.028 |
Bid7:14:38 PM |
Ask7:14:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-36.36% |
0.050
Bid Size: 86,000 |
0.061
Ask Size: 86,000 |
Wynn Resorts Ltd |
110.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SH1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
87.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-2.51 |
| Time value: |
0.09 |
| Break-even: |
102.50 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
16.00% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
10.53 |
| Rho: |
0.03 |
Quote data
| Open: |
0.070 |
| High: |
0.074 |
| Low: |
0.049 |
| Previous Close: |
0.077 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.97% |
| 1 Month |
|
|
-62.60% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.057 |
| 1M High / 1M Low: |
0.134 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
