BVT Call 98 WYNN 20.12.2024
/ DE000VD4BB56
BVT Call 98 WYNN 20.12.2024/ DE000VD4BB56 /
| 2024-11-11 8:43:13 AM |
Chg.-0.045 |
Bid11:42:46 AM |
Ask11:42:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-56.25% |
0.036
Bid Size: 20,000 |
0.048
Ask Size: 20,000 |
Wynn Resorts Ltd |
98.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4BB5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
187.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-1.28 |
| Time value: |
0.04 |
| Break-even: |
91.89 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
3.27 |
| Spread abs.: |
0.01 |
| Spread %: |
40.00% |
| Delta: |
0.10 |
| Theta: |
-0.02 |
| Omega: |
19.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-90.79% |
| 1 Month |
|
|
-96.28% |
| 3 Months |
|
|
-71.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.068 |
| 1M High / 1M Low: |
0.980 |
0.068 |
| 6M High / 6M Low: |
1.300 |
0.037 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.169 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.402 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.11% |
| Volatility 6M: |
|
397.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
