BVT Put 80 WYNN 20.12.2024
/ DE000VD4BCA5
BVT Put 80 WYNN 20.12.2024/ DE000VD4BCA5 /
| 08/10/2024 08:43:12 |
Chg.-0.004 |
Bid21:27:32 |
Ask21:27:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-5.06% |
0.093
Bid Size: 68,000 |
0.108
Ask Size: 68,000 |
Wynn Resorts Ltd |
80.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4BCA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Wynn Resorts Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-83.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-1.70 |
| Time value: |
0.12 |
| Break-even: |
78.84 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.03 |
| Spread %: |
34.88% |
| Delta: |
-0.12 |
| Theta: |
-0.02 |
| Omega: |
-10.12 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.32% |
| 1 Month |
|
|
-87.90% |
| 3 Months |
|
|
-79.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.148 |
0.079 |
| 1M High / 1M Low: |
0.720 |
0.079 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
