BVT Put 80 WYNN 20.06.2025/  DE000VD9KHH9  /

EUWAX
2024-11-11  8:33:51 AM Chg.+0.050 Bid4:00:17 PM Ask4:00:17 PM Underlying Strike price Expiration date Option type
0.580EUR +9.43% 0.520
Bid Size: 78,000
0.540
Ask Size: 78,000
Wynn Resorts Ltd 80.00 - 2025-06-20 Put
 

Master data

WKN: VD9KHH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Wynn Resorts Ltd
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-06-20
Issue date: 2024-07-09
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.69
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.13
Implied volatility: 0.26
Historic volatility: 0.28
Parity: 0.13
Time value: 0.49
Break-even: 73.80
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.33%
Delta: -0.46
Theta: -0.01
Omega: -5.78
Rho: -0.25
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.10%
1 Month  
+70.59%
3 Months
  -45.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.390
1M High / 1M Low: 0.550 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -