BVT Put 140 PAYC 20.12.2024
/ DE000VD3LVQ2
BVT Put 140 PAYC 20.12.2024/ DE000VD3LVQ2 /
| 22/05/2024 08:49:59 |
Chg.+0.010 |
Bid16:06:29 |
Ask16:06:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+1.49% |
0.660
Bid Size: 37,000 |
0.690
Ask Size: 37,000 |
Paycom Software Inc |
140.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3LVQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.47 |
| Parity: |
-2.55 |
| Time value: |
0.71 |
| Break-even: |
132.90 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
-0.22 |
| Theta: |
-0.03 |
| Omega: |
-5.04 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-29.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.650 |
| 1M High / 1M Low: |
1.190 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
