BVT Put 160 PAYC 21.06.2024
/ DE000VM571K9
BVT Put 160 PAYC 21.06.2024/ DE000VM571K9 /
| 2024-06-04 8:38:50 AM |
Chg.+0.10 |
Bid2:18:33 PM |
Ask2:18:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+7.35% |
1.46
Bid Size: 11,000 |
1.56
Ask Size: 11,000 |
Paycom Software Inc |
160.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM571K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Paycom Software Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
1.36 |
| Time value: |
0.12 |
| Break-even: |
131.89 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
-0.80 |
| Theta: |
-0.10 |
| Omega: |
-7.24 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+668.42% |
| 1 Month |
|
|
+165.45% |
| 3 Months |
|
|
+128.13% |
| YTD |
|
|
+80.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
0.19 |
| 1M High / 1M Low: |
1.36 |
0.08 |
| 6M High / 6M Low: |
1.36 |
0.08 |
| High (YTD): |
2024-06-03 |
1.36 |
| Low (YTD): |
2024-05-23 |
0.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
736.71% |
| Volatility 6M: |
|
357.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
