BVT Call 165 PAYC 21.06.2024
/ DE000VD5J2C2
BVT Call 165 PAYC 21.06.2024/ DE000VD5J2C2 /
| 2024-06-10 8:52:06 AM |
Chg.-0.009 |
Bid5:24:40 PM |
Ask5:24:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-16.07% |
0.037
Bid Size: 46,000 |
0.057
Ask Size: 46,000 |
Paycom Software Inc |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD5J2C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
187.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
-1.82 |
| Time value: |
0.07 |
| Break-even: |
153.80 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
77.87 |
| Spread abs.: |
0.02 |
| Spread %: |
41.18% |
| Delta: |
0.11 |
| Theta: |
-0.12 |
| Omega: |
21.37 |
| Rho: |
0.00 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.04% |
| 1 Month |
|
|
-96.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.112 |
0.053 |
| 1M High / 1M Low: |
1.790 |
0.053 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.928 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
