BVT Put 140 PAYC 20.09.2024
/ DE000VM72WF8
BVT Put 140 PAYC 20.09.2024/ DE000VM72WF8 /
| 06/06/2024 08:46:58 |
Chg.+0.10 |
Bid18:26:55 |
Ask18:26:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+10.00% |
1.06
Bid Size: 46,000 |
1.09
Ask Size: 46,000 |
Paycom Software Inc |
140.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM72WF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
-0.40 |
| Time value: |
1.12 |
| Break-even: |
117.55 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
-0.39 |
| Theta: |
-0.06 |
| Omega: |
-4.59 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+74.60% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.63 |
| 1M High / 1M Low: |
1.09 |
0.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
