BVT Put 110 WYNN 21.03.2025
/ DE000VC5GU26
BVT Put 110 WYNN 21.03.2025/ DE000VC5GU26 /
| 11/12/2024 8:03:04 PM |
Chg.+0.220 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.430EUR |
+9.95% |
-
Bid Size: - |
-
Ask Size: - |
Wynn Resorts Ltd |
110.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
VC5GU2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
10/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
2.21 |
| Time value: |
0.07 |
| Break-even: |
80.36 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-2.86 |
| Rho: |
-0.31 |
Quote data
| Open: |
2.330 |
| High: |
2.430 |
| Low: |
2.330 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.96% |
| 1 Month |
|
|
+120.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
2.150 |
| 1M High / 1M Low: |
2.460 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
