BVT Call 96 WYNN 20.12.2024
/ DE000VD4LMS5
BVT Call 96 WYNN 20.12.2024/ DE000VD4LMS5 /
05/09/2024 09:04:12 |
Chg.+0.028 |
Bid09:40:48 |
Ask09:40:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.093EUR |
+43.08% |
0.097 Bid Size: 23,000 |
0.108 Ask Size: 23,000 |
Wynn Resorts Ltd |
96.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD4LMS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
96.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
22/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
68.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-1.71 |
Time value: |
0.10 |
Break-even: |
87.66 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
1.22 |
Spread abs.: |
0.01 |
Spread %: |
12.09% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
10.82 |
Rho: |
0.03 |
Quote data
Open: |
0.093 |
High: |
0.093 |
Low: |
0.093 |
Previous Close: |
0.065 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+82.35% |
1 Month |
|
|
-38.41% |
3 Months |
|
|
-87.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.070 |
0.051 |
1M High / 1M Low: |
0.216 |
0.051 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.092 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |