BVT Call 95 WYNN 20.09.2024
/ DE000VD0LFZ2
BVT Call 95 WYNN 20.09.2024/ DE000VD0LFZ2 /
02/08/2024 13:53:01 |
Chg.-0.004 |
Bid15:18:40 |
Ask15:18:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-8.51% |
0.031 Bid Size: 36,000 |
0.042 Ask Size: 36,000 |
Wynn Resorts Ltd |
95.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
20/09/2024 |
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: |
0.043 |
Low: |
0.040 |
Previous Close: |
0.047 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-29.51% |
1 Month |
|
|
-73.94% |
3 Months |
|
|
-94.76% |
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: |
|
- |