BVT Put 80 WYNN 20.06.2025
/ DE000VD9KHH9
BVT Put 80 WYNN 20.06.2025/ DE000VD9KHH9 /
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: |
|
- |