BVT Call 76 WYNN 20.12.2024
/ DE000VC10CC8
BVT Call 76 WYNN 20.12.2024/ DE000VC10CC8 /
| 2024-11-11 2:04:34 PM |
Chg.+0.060 |
Bid3:06:43 PM |
Ask3:06:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+7.14% |
0.900
Bid Size: 18,000 |
0.960
Ask Size: 18,000 |
Wynn Resorts Ltd |
76.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VC10CC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.77 |
| Time value: |
0.11 |
| Break-even: |
79.74 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
7.49 |
| Rho: |
0.06 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.890 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.63% |
| 1 Month |
|
|
-67.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
0.840 |
| 1M High / 1M Low: |
2.740 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
