BVT Put 100 WYNN 20.09.2024
/ DE000VM9VFJ5
BVT Put 100 WYNN 20.09.2024/ DE000VM9VFJ5 /
| 8/2/2024 8:38:34 AM |
Chg.+0.42 |
Bid11:20:29 AM |
Ask11:20:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.06EUR |
+25.61% |
2.08
Bid Size: 12,000 |
2.16
Ask Size: 12,000 |
Wynn Resorts Ltd |
100.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM9VFJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.25 |
| Parity: |
1.97 |
| Time value: |
0.05 |
| Break-even: |
72.51 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
-0.86 |
| Theta: |
-0.02 |
| Omega: |
-3.12 |
| Rho: |
-0.11 |
Quote data
| Open: |
2.06 |
| High: |
2.06 |
| Low: |
2.06 |
| Previous Close: |
1.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.44% |
| 1 Month |
|
|
+68.85% |
| 3 Months |
|
|
+101.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.60 |
| 1M High / 1M Low: |
1.86 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
