BVT Put 72 WYNN 20.09.2024
/ DE000VM7N8Q2
BVT Put 72 WYNN 20.09.2024/ DE000VM7N8Q2 /
| 2024-08-02 10:36:19 AM |
Chg.+0.008 |
Bid11:30:13 AM |
Ask11:30:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.195EUR |
+4.28% |
0.204
Bid Size: 22,000 |
0.221
Ask Size: 22,000 |
Wynn Resorts Ltd |
72.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7N8Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
72.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
-0.62 |
| Time value: |
0.20 |
| Break-even: |
64.77 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.26 |
| Theta: |
-0.04 |
| Omega: |
-9.40 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.195 |
| High: |
0.195 |
| Low: |
0.195 |
| Previous Close: |
0.187 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.30% |
| 1 Month |
|
|
+236.21% |
| 3 Months |
|
|
+78.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.187 |
0.083 |
| 1M High / 1M Low: |
0.187 |
0.053 |
| 6M High / 6M Low: |
0.300 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.098 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
496.56% |
| Volatility 6M: |
|
284.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
