BVT Put 130 PAYC 20.09.2024
/ DE000VM72WL6
BVT Put 130 PAYC 20.09.2024/ DE000VM72WL6 /
| 31/05/2024 19:50:40 |
Chg.+0.310 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+68.89% |
-
Bid Size: - |
-
Ask Size: - |
Paycom Software Inc |
130.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM72WL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
-2.67 |
| Time value: |
0.52 |
| Break-even: |
114.82 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-5.38 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.490 |
| High: |
0.760 |
| Low: |
0.490 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+137.50% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
+55.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.520 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
