BVT Put 72 WYNN 20.09.2024
/ DE000VM7N8Q2
BVT Put 72 WYNN 20.09.2024/ DE000VM7N8Q2 /
| 9/4/2024 8:03:50 PM |
Chg.-0.016 |
Bid9:40:06 AM |
Ask9:40:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-21.62% |
0.054
Bid Size: 23,000 |
0.065
Ask Size: 23,000 |
Wynn Resorts Ltd |
72.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-96.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
-0.45 |
| Time value: |
0.07 |
| Break-even: |
64.26 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
4.91 |
| Spread abs.: |
0.01 |
| Spread %: |
18.03% |
| Delta: |
-0.20 |
| Theta: |
-0.06 |
| Omega: |
-19.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.083 |
| High: |
0.084 |
| Low: |
0.055 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.64% |
| 1 Month |
|
|
-84.32% |
| 3 Months |
|
|
+11.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.058 |
| 1M High / 1M Low: |
0.370 |
0.058 |
| 6M High / 6M Low: |
0.370 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.21% |
| Volatility 6M: |
|
337.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
