BVT Call 95 WYNN 20.09.2024
/ DE000VD0LFZ2
BVT Call 95 WYNN 20.09.2024/ DE000VD0LFZ2 /
| 2024-08-02 10:21:29 AM |
Chg.-0.007 |
Bid12:10:20 PM |
Ask12:10:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-14.89% |
0.037
Bid Size: 22,000 |
0.048
Ask Size: 22,000 |
Wynn Resorts Ltd |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD0LFZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
128.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-1.51 |
| Time value: |
0.06 |
| Break-even: |
88.64 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.01 |
| Spread %: |
23.91% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
14.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.047 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.43% |
| 1 Month |
|
|
-75.76% |
| 3 Months |
|
|
-95.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.047 |
| 1M High / 1M Low: |
0.195 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
