BVT Put 75 WYNN 20.12.2024
/ DE000VC24L59
BVT Put 75 WYNN 20.12.2024/ DE000VC24L59 /
| 11/11/2024 2:04:25 PM |
Chg.-0.007 |
Bid3:10:12 PM |
Ask3:10:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-12.73% |
0.047
Bid Size: 32,000 |
0.059
Ask Size: 32,000 |
Wynn Resorts Ltd |
75.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
VC24L5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-121.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.87 |
| Time value: |
0.07 |
| Break-even: |
69.36 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.01 |
| Spread %: |
22.64% |
| Delta: |
-0.14 |
| Theta: |
-0.02 |
| Omega: |
-16.35 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.048 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+92.00% |
| 1 Month |
|
|
+84.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.025 |
| 1M High / 1M Low: |
0.060 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.047 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
567.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
