BVT Put 150 PAYC 20.09.2024
/ DE000VM7NRK9
BVT Put 150 PAYC 20.09.2024/ DE000VM7NRK9 /
| 6/6/2024 7:53:24 PM |
Chg.-0.050 |
Bid9:21:20 PM |
Ask9:21:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-3.31% |
1.470
Bid Size: 46,000 |
1.500
Ask Size: 46,000 |
Paycom Software Inc |
150.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7NRK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.47 |
| Parity: |
0.52 |
| Time value: |
1.04 |
| Break-even: |
122.34 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
-0.49 |
| Theta: |
-0.06 |
| Omega: |
-4.19 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.460 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.00% |
| 1 Month |
|
|
+87.18% |
| 3 Months |
|
|
+35.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.000 |
| 1M High / 1M Low: |
1.520 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
