BVT Call 84 WYNN 20.09.2024
/ DE000VD9RWB6
BVT Call 84 WYNN 20.09.2024/ DE000VD9RWB6 /
| 02/08/2024 08:47:39 |
Chg.-0.134 |
Bid08:52:01 |
Ask08:52:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
-40.61% |
0.182
Bid Size: 14,000 |
0.214
Ask Size: 14,000 |
Wynn Resorts Ltd |
84.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD9RWB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/07/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-0.11 |
| Time value: |
0.36 |
| Break-even: |
81.21 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
5.88% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
10.57 |
| Rho: |
0.05 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.196 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.280 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
