BVT Put 88 WYNN 20.12.2024
/ DE000VD4BBR1
BVT Put 88 WYNN 20.12.2024/ DE000VD4BBR1 /
9/5/2024 8:44:23 AM |
Chg.-0.12 |
Bid11:34:50 AM |
Ask11:34:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
-9.84% |
1.10 Bid Size: 16,000 |
1.16 Ask Size: 16,000 |
Wynn Resorts Ltd |
88.00 - |
12/20/2024 |
Put |
Master data
WKN: |
VD4BBR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Wynn Resorts Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
88.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/17/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
1.85 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
1.85 |
Time value: |
-0.71 |
Break-even: |
76.60 |
Moneyness: |
1.27 |
Premium: |
-0.10 |
Premium p.a.: |
-0.31 |
Spread abs.: |
0.02 |
Spread %: |
1.79% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.10 |
High: |
1.10 |
Low: |
1.10 |
Previous Close: |
1.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.56% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
+111.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
1.11 |
1M High / 1M Low: |
1.44 |
1.06 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |