BVT Put 75 WYNN 20.09.2024
/ DE000VD0LFY5
BVT Put 75 WYNN 20.09.2024/ DE000VD0LFY5 /
| 8/2/2024 2:04:52 PM |
Chg.+0.010 |
Bid3:10:51 PM |
Ask3:10:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.300
Bid Size: 36,000 |
0.320
Ask Size: 36,000 |
Wynn Resorts Ltd |
75.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
VD0LFY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
0.08 |
| Break-even: |
72.20 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-16.37 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+184.21% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.129 |
| 1M High / 1M Low: |
0.260 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
