BVT Call 92 WYNN 20.12.2024/  DE000VD62VJ2  /

EUWAX
2024-07-29  8:40:25 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.320EUR +10.34% -
Bid Size: -
-
Ask Size: -
Wynn Resorts Ltd 92.00 USD 2024-12-20 Call
 

Master data

WKN: VD62VJ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Call
Strike price: 92.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-31
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.12
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -0.96
Time value: 0.34
Break-even: 88.17
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.35
Theta: -0.02
Omega: 7.75
Rho: 0.09
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.660 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -