BVT Call 75 WYNN 20.12.2024
/ DE000VC24KT6
BVT Call 75 WYNN 20.12.2024/ DE000VC24KT6 /
| 11/11/2024 2:08:58 PM |
Chg.+0.070 |
Bid3:08:09 PM |
Ask3:08:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+7.61% |
0.990
Bid Size: 18,000 |
1.050
Ask Size: 18,000 |
Wynn Resorts Ltd |
75.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VC24KT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.87 |
| Time value: |
0.09 |
| Break-even: |
79.61 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
7.06 |
| Rho: |
0.06 |
Quote data
| Open: |
0.980 |
| High: |
0.990 |
| Low: |
0.980 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.25% |
| 1 Month |
|
|
-65.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
0.920 |
| 1M High / 1M Low: |
2.830 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
